+496.9%
FSLR vs ARES
+1,313.3%
-816.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -8.9% | -6.2% |
| 7D | +5.3% | +5.0% | +0.3% | +3.3% |
| 30D | +7.8% | +19.1% | -11.3% | +1.1% |
| 3M | -23.4% | +3.1% | -26.4% | -24.4% |
| 6M | -12.9% | +12.9% | -25.7% | -16.9% |
| YTD | -26.7% | -10.7% | -16.0% | -25.5% |
| 1Y | -28.4% | -5.5% | -22.9% | -28.9% |
| 3Y | +44.6% | +45.0% | -0.4% | +16.4% |
| 5Y | +67.9% | +87.4% | -19.5% | +18.2% |
| 10Y | +496.9% | +1,267.4% | -770.5% | +182.1% |
| All | +496.9% | +1,313.3% | -816.4% | +182.1% |
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