+453.5%
FSLR vs ARMK
+138.5%
+314.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.2% |
| 30D | -14.0% | -5.9% | -8.1% | -12.2% |
| 3M | -16.9% | +6.7% | -23.6% | -18.9% |
| 6M | +4.7% | +42.5% | -37.8% | -7.7% |
| YTD | -20.7% | +55.1% | -75.8% | -32.3% |
| 1Y | +1.7% | +50.3% | -48.7% | -12.5% |
| 3Y | +13.1% | +122.2% | -109.1% | -16.4% |
| 5Y | +108.4% | +155.2% | -46.8% | +44.9% |
| All | +453.5% | +138.5% | +314.9% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling