+275.9%
FSLR vs ARMK
+350.8%
-74.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.8% |
| 30D | -13.7% | 0.0% | -13.7% | -13.8% |
| 3M | -35.1% | +6.7% | -41.7% | -36.7% |
| 6M | +3.6% | +38.8% | -35.2% | -8.2% |
| YTD | -21.7% | +55.2% | -76.9% | -33.5% |
| 1Y | +1.3% | +46.6% | -45.3% | -12.5% |
| 3Y | +9.7% | +112.9% | -103.2% | -18.4% |
| 5Y | +117.4% | +144.0% | -26.6% | +51.5% |
| 10Y | +435.5% | +132.4% | +303.1% | +251.8% |
| All | +275.9% | +350.8% | -74.9% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling