+495.8%
FSLR vs ARWR
+906.2%
-410.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | +15.3% | -2.9% | +18.2% | +15.8% |
| 30D | +11.7% | -5.4% | +17.1% | +12.5% |
| 3M | -17.6% | -32.2% | +14.6% | -12.7% |
| 6M | -7.7% | -26.5% | +18.8% | -3.9% |
| YTD | -23.0% | -12.4% | -10.6% | -22.3% |
| 1Y | -26.0% | +46.9% | -72.9% | -31.5% |
| 3Y | +36.9% | +116.0% | -79.1% | +12.7% |
| 5Y | +72.9% | -28.0% | +100.9% | +58.7% |
| All | +495.8% | +906.2% | -410.4% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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