-29.7%
FSLR vs ALLY
+0.5%
-30.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.7% | -5.1% |
| 7D | +5.3% | -0.2% | +5.5% | +5.2% |
| 30D | +7.8% | +3.4% | +4.3% | +6.4% |
| 3M | -23.4% | -11.1% | -12.3% | -20.6% |
| 6M | -12.9% | -11.5% | -1.4% | -10.1% |
| YTD | -26.7% | -12.3% | -14.3% | -21.6% |
| All | -29.7% | +0.5% | -30.2% | -31.0% |
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 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