+350.9%
FSLR vs ALM
+7,705.7%
-7,354.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | 0.0% | -2.6% | +2.6% | 0.0% |
| 30D | -13.7% | +32.0% | -45.7% | -13.8% |
| 3M | -35.1% | -15.0% | -20.0% | -35.1% |
| 6M | +3.6% | -10.1% | +13.8% | +3.6% |
| YTD | -21.7% | +99.4% | -121.2% | -21.9% |
| 1Y | +1.3% | +316.4% | -315.1% | +0.9% |
| 3Y | +9.7% | +2,022.0% | -2,012.3% | +8.9% |
| 5Y | +117.4% | +941.2% | -823.8% | +116.0% |
| 10Y | +435.5% | +2,950.3% | -2,514.9% | +431.3% |
| All | +350.9% | +7,705.7% | -7,354.8% | +343.0% |
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