+455.6%
FSLR vs ALM
+2,084.7%
-1,629.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.4% | -7.2% | -1.3% | -8.1% |
| 30D | -0.9% | -26.4% | +25.5% | +0.5% |
| 3M | -26.1% | -38.6% | +12.5% | -24.5% |
| 6M | -23.6% | -61.0% | +37.3% | -20.8% |
| YTD | -31.8% | -7.4% | -24.4% | -31.3% |
| 1Y | -32.6% | +14.0% | -46.5% | -32.5% |
| 3Y | +33.0% | +844.4% | -811.4% | +27.1% |
| 5Y | +56.8% | +410.8% | -354.0% | +50.3% |
| 10Y | +455.6% | +2,084.7% | -1,629.2% | +463.9% |
| All | +455.6% | +2,084.7% | -1,629.2% | +463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling