+36.9%
FSLR vs ALLY
+54.4%
-17.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.3% |
| 7D | +15.3% | +0.9% | +14.4% | +15.0% |
| 30D | +11.7% | +3.1% | +8.6% | +10.4% |
| 3M | -17.6% | -12.6% | -5.0% | -13.8% |
| 6M | -7.7% | -12.4% | +4.7% | -3.7% |
| YTD | -23.0% | -13.2% | -9.9% | -19.8% |
| 1Y | -26.0% | +1.8% | -27.9% | -27.1% |
| 3Y | +36.9% | +58.0% | -21.1% | -5.4% |
| All | +36.9% | +54.4% | -17.5% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling