+375.2%
FSLR vs AR
-33.4%
+408.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +2.9% |
| 7D | +15.3% | -14.3% | +29.6% | +18.1% |
| 30D | +11.7% | +1.4% | +10.2% | +11.1% |
| 3M | -17.6% | +3.4% | -21.0% | -18.5% |
| 6M | -7.7% | -2.1% | -5.7% | -8.1% |
| YTD | -23.0% | +4.7% | -27.7% | -24.8% |
| 1Y | -26.0% | +10.6% | -36.6% | -28.6% |
| 3Y | +36.9% | +24.6% | +12.3% | +27.0% |
| 5Y | +72.9% | +71.9% | +1.0% | +46.6% |
| 10Y | +519.3% | +46.4% | +472.9% | +441.3% |
| All | +375.2% | -33.4% | +408.5% | +422.8% |
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