+418.1%
FSLR vs AR
+57.4%
+360.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -14.8% | +7.4% | -22.2% | -15.7% |
| 30D | -4.3% | +5.8% | -10.1% | -5.4% |
| 3M | -23.4% | +5.2% | -28.6% | -24.3% |
| 6M | -26.9% | +5.4% | -32.4% | -28.0% |
| YTD | -34.4% | +12.4% | -46.8% | -36.4% |
| 1Y | -33.2% | +12.8% | -46.0% | -35.4% |
| 3Y | +28.1% | +47.2% | -19.1% | +17.0% |
| 5Y | +54.5% | +101.1% | -46.6% | +31.3% |
| All | +418.1% | +57.4% | +360.8% | +359.7% |
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