+15.5%
FSLR vs ALNY
+22.8%
-7.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.4% |
| 7D | -0.1% | -6.4% | +6.3% | +0.6% |
| 30D | -14.0% | +11.9% | -25.9% | -15.2% |
| 3M | -16.9% | -15.0% | -1.9% | -16.4% |
| 6M | +4.7% | -23.2% | +28.0% | +6.8% |
| YTD | -20.7% | -37.8% | +17.1% | -17.1% |
| 1Y | +1.7% | -47.3% | +48.9% | +8.5% |
| All | +15.5% | +22.8% | -7.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 3y: compounded portfolio wealth divided by compounded ALNY 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…
3y analysis · Full analysis span regression · 6 months rolling