+418.1%
FSLR vs ALLY
+174.3%
+243.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -14.8% | +0.4% | -15.2% | -14.9% |
| 30D | -4.3% | +5.2% | -9.5% | -6.1% |
| 3M | -23.4% | -13.3% | -10.1% | -19.5% |
| 6M | -26.9% | -6.7% | -20.3% | -25.2% |
| YTD | -34.4% | -12.8% | -21.6% | -31.8% |
| 1Y | -33.2% | +0.7% | -33.9% | -34.0% |
| 3Y | +28.1% | +65.2% | -37.2% | +2.6% |
| 5Y | +54.5% | -10.1% | +64.7% | +47.8% |
| All | +418.1% | +174.3% | +243.8% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling