+116.4%
FSLR vs ALM
+951.0%
-834.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | -13.7% | +32.0% | -45.7% | -15.9% |
| 3M | -35.1% | -15.0% | -20.0% | -34.8% |
| 6M | +3.6% | -10.1% | +13.8% | +3.0% |
| YTD | -21.7% | +99.4% | -121.2% | -26.0% |
| 1Y | +1.3% | +316.4% | -315.1% | -8.7% |
| 3Y | +9.7% | +2,022.0% | -2,012.3% | -9.1% |
| All | +116.4% | +951.0% | -834.6% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling