+55.3%
FSLR vs ARMK
+106.6%
-51.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -12.0% | +7.1% | -19.1% | -14.2% |
| 30D | -7.7% | -1.6% | -6.0% | -7.4% |
| 3M | -24.0% | -10.5% | -13.5% | -21.0% |
| 6M | -24.4% | +11.8% | -36.2% | -27.9% |
| YTD | -34.0% | +47.3% | -81.3% | -43.7% |
| 1Y | -35.6% | +41.5% | -77.1% | -44.2% |
| 3Y | +28.7% | +95.3% | -66.7% | -5.7% |
| 5Y | +55.3% | +108.1% | -52.8% | +1.8% |
| All | +55.3% | +106.6% | -51.2% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling