+442.6%
FSLR vs ARMK
+139.2%
+303.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -15.1% | +2.4% | -17.5% | -15.9% |
| 3M | -22.5% | +6.1% | -28.6% | -24.2% |
| 6M | +4.0% | +41.8% | -37.8% | -8.2% |
| YTD | -22.3% | +55.5% | -77.8% | -33.7% |
| 1Y | 0.0% | +49.6% | -49.6% | -13.7% |
| 3Y | +10.9% | +122.8% | -111.9% | -18.1% |
| 5Y | +105.4% | +151.0% | -45.6% | +43.5% |
| All | +442.6% | +139.2% | +303.4% | +273.2% |
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