+455.6%
FSLR vs ALLY
+182.4%
+273.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | -8.4% | -2.8% | -5.7% | -7.5% |
| 30D | -0.9% | +1.9% | -2.8% | -1.6% |
| 3M | -26.1% | -12.1% | -13.9% | -22.7% |
| 6M | -23.6% | -9.0% | -14.6% | -21.2% |
| YTD | -31.8% | -12.9% | -18.9% | -29.1% |
| 1Y | -32.6% | -0.1% | -32.5% | -33.2% |
| 3Y | +33.0% | +64.6% | -31.6% | +6.7% |
| 5Y | +56.8% | -10.1% | +66.9% | +49.9% |
| 10Y | +455.6% | +176.7% | +278.9% | +229.2% |
| All | +455.6% | +182.4% | +273.2% | +229.2% |
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