+288.7%
FSLR vs ALLY
+101.5%
+187.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.1% |
| 7D | +10.7% | -1.1% | +11.8% | +11.1% |
| 30D | +8.9% | +4.2% | +4.7% | +7.2% |
| 3M | -17.3% | -12.4% | -4.9% | -13.3% |
| 6M | -10.8% | -8.7% | -2.1% | -8.0% |
| YTD | -25.1% | -11.6% | -13.4% | -22.4% |
| 1Y | -29.4% | +0.2% | -29.6% | -30.2% |
| 3Y | +28.8% | +57.1% | -28.2% | +4.2% |
| 5Y | +68.3% | -6.8% | +75.2% | +58.0% |
| 10Y | +502.7% | +200.4% | +302.3% | +209.8% |
| All | +288.7% | +101.5% | +187.2% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling