+466.4%
FSLR vs ALLY
+182.8%
+283.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.8% |
| 7D | -2.6% | -0.7% | -2.0% | -2.4% |
| 30D | +1.8% | +1.1% | +0.6% | +1.3% |
| 3M | -24.4% | -13.2% | -11.2% | -20.6% |
| 6M | -17.7% | -13.5% | -4.3% | -13.6% |
| YTD | -30.7% | -14.3% | -16.4% | -27.6% |
| 1Y | -33.6% | -1.1% | -32.5% | -34.0% |
| 3Y | +35.1% | +62.0% | -26.9% | +9.0% |
| 5Y | +63.1% | -9.6% | +72.7% | +55.6% |
| 10Y | +466.4% | +176.0% | +290.5% | +235.0% |
| All | +466.4% | +182.8% | +283.6% | +235.0% |
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