+418.1%
FSLR vs ARES
+1,112.4%
-694.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -14.8% | +0.5% | -15.3% | -15.0% |
| 30D | -4.3% | +19.7% | -24.0% | -10.4% |
| 3M | -23.4% | -9.0% | -14.4% | -21.0% |
| 6M | -26.9% | +11.5% | -38.5% | -30.0% |
| YTD | -34.4% | -13.8% | -20.6% | -32.5% |
| 1Y | -33.2% | -5.6% | -27.6% | -33.7% |
| 3Y | +28.1% | +36.1% | -8.1% | +5.3% |
| 5Y | +54.5% | +82.7% | -28.2% | +9.3% |
| All | +418.1% | +1,112.4% | -694.3% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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