+383.0%
FSLR vs AR
-27.2%
+410.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | 0.0% | +2.5% | -2.5% | -0.4% |
| 30D | -13.7% | +14.8% | -28.5% | -15.7% |
| 3M | -35.1% | +6.2% | -41.3% | -35.9% |
| 6M | +3.6% | +4.3% | -0.6% | +2.2% |
| YTD | -21.7% | +14.4% | -36.1% | -24.4% |
| 1Y | +1.3% | +21.3% | -20.1% | -3.5% |
| 3Y | +9.7% | +39.8% | -30.1% | +0.1% |
| 5Y | +117.4% | +142.1% | -24.7% | +74.1% |
| 10Y | +435.5% | +52.0% | +383.4% | +368.5% |
| All | +383.0% | -27.2% | +410.2% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling