-33.6%
FSLR vs ALLY
-1.7%
-31.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.9% |
| 6M | -17.7% | -13.5% | -4.3% | -14.4% |
| YTD | -30.7% | -14.3% | -16.4% | -25.3% |
| 1Y | -33.6% | -1.1% | -32.5% | -34.3% |
| All | -33.6% | -1.7% | -31.9% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling