-31.5%
FSLR vs ALM
+14.3%
-45.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.2% | +1.7% | -4.1% |
| 7D | -2.6% | -6.3% | +3.7% | -1.5% |
| 30D | +1.8% | -31.4% | +33.2% | +9.6% |
| 3M | -24.4% | -40.6% | +16.2% | -17.0% |
| 6M | -17.7% | -58.6% | +40.9% | -4.8% |
| YTD | -30.7% | -7.6% | -23.1% | -33.0% |
| All | -31.5% | +14.3% | -45.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling