+343.6%
FSLR vs ALM
+3,507.4%
-3,163.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | +15.3% | -6.7% | +22.0% | +15.4% |
| 30D | +11.7% | -32.9% | +44.6% | +11.8% |
| 3M | -17.6% | -39.5% | +21.9% | -17.5% |
| 6M | -7.7% | -62.0% | +54.3% | -7.4% |
| YTD | -23.0% | -7.8% | -15.2% | -23.0% |
| 1Y | -26.0% | +26.7% | -52.7% | -26.1% |
| 3Y | +36.9% | +825.4% | -788.5% | +36.3% |
| 5Y | +72.9% | +401.2% | -328.3% | +72.3% |
| 10Y | +519.3% | +2,074.0% | -1,554.8% | +516.0% |
| All | +343.6% | +3,507.4% | -3,163.8% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling