+306.0%
FSLR vs ALLY
+124.8%
+181.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | 0.0% | +3.7% | -3.7% | -1.3% |
| 30D | -13.7% | -2.3% | -11.4% | -12.9% |
| 3M | -35.1% | +3.8% | -38.9% | -36.0% |
| 6M | +3.6% | +9.7% | -6.1% | -0.3% |
| YTD | -21.7% | -1.4% | -20.3% | -22.1% |
| 1Y | +1.3% | +8.2% | -7.0% | -2.9% |
| 3Y | +9.7% | +66.5% | -56.8% | -13.2% |
| 5Y | +117.4% | +1.2% | +116.2% | +97.4% |
| 10Y | +435.5% | +191.4% | +244.1% | +182.5% |
| All | +306.0% | +124.8% | +181.1% | +146.3% |
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