+455.6%
FSLR vs AR
+58.9%
+396.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -8.4% | +2.1% | -10.5% | -8.8% |
| 30D | -0.9% | +4.5% | -5.4% | -1.8% |
| 3M | -26.1% | +1.0% | -27.1% | -26.5% |
| 6M | -23.6% | +4.4% | -28.1% | -24.7% |
| YTD | -31.8% | +10.9% | -42.7% | -33.8% |
| 1Y | -32.6% | +8.6% | -41.1% | -34.5% |
| 3Y | +33.0% | +48.5% | -15.5% | +21.3% |
| 5Y | +56.8% | +95.7% | -39.0% | +33.7% |
| 10Y | +455.6% | +55.5% | +400.1% | +395.0% |
| All | +455.6% | +58.9% | +396.6% | +395.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling