+74.9%
FSLR vs ALM
+396.4%
-321.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.6% |
| 7D | +15.3% | -6.7% | +22.0% | +16.0% |
| 30D | +11.7% | -32.9% | +44.6% | +15.6% |
| 3M | -17.6% | -39.5% | +21.9% | -14.2% |
| 6M | -7.7% | -62.0% | +54.3% | -1.0% |
| YTD | -23.0% | -7.8% | -15.2% | -22.2% |
| 1Y | -26.0% | +26.7% | -52.7% | -26.6% |
| 3Y | +36.9% | +825.4% | -788.5% | +23.8% |
| All | +74.9% | +396.4% | -321.5% | +61.7% |
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