+200.5%
FSLR vs ARES
+1,196.0%
-995.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | -13.7% | +0.3% | -13.9% | -13.9% |
| 3M | -35.1% | +8.5% | -43.6% | -36.7% |
| 6M | +3.6% | +23.5% | -19.8% | -3.9% |
| YTD | -21.7% | -11.2% | -10.5% | -20.3% |
| 1Y | +1.3% | -19.3% | +20.6% | +5.7% |
| 3Y | +9.7% | +48.7% | -39.0% | -9.6% |
| 5Y | +117.4% | +106.5% | +10.8% | +56.9% |
| 10Y | +435.5% | +1,055.3% | -619.8% | +167.0% |
| All | +200.5% | +1,196.0% | -995.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling