+720.9%
FSLR vs ALNY
+1,177.9%
-456.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.6% |
| 7D | +0.2% | -3.5% | +3.8% | +1.0% |
| 30D | -15.1% | +18.9% | -34.0% | -18.6% |
| 3M | -22.5% | -13.3% | -9.2% | -21.6% |
| 6M | +4.0% | -20.3% | +24.2% | +7.0% |
| YTD | -22.3% | -35.1% | +12.9% | -16.4% |
| 1Y | 0.0% | -46.5% | +46.5% | +12.3% |
| 3Y | +10.9% | +28.1% | -17.2% | -3.4% |
| 5Y | +105.4% | +36.1% | +69.3% | +65.5% |
| 10Y | +447.0% | +269.7% | +177.3% | +176.8% |
| All | +720.9% | +1,177.9% | -456.9% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling