+495.8%
FSLR vs ARMK
+123.7%
+372.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.7% | +1.3% |
| 7D | +15.3% | -2.6% | +18.0% | +16.2% |
| 30D | +11.7% | -5.2% | +16.9% | +13.4% |
| 3M | -17.6% | -6.5% | -11.1% | -15.9% |
| 6M | -7.7% | +15.3% | -23.0% | -12.6% |
| YTD | -23.0% | +43.6% | -66.6% | -32.6% |
| 1Y | -26.0% | +42.1% | -68.1% | -35.1% |
| 3Y | +36.9% | +94.0% | -57.1% | +5.9% |
| 5Y | +72.9% | +96.3% | -23.3% | +31.3% |
| All | +495.8% | +123.7% | +372.1% | +318.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling