+36.9%
FSLR vs ARWR
+105.6%
-68.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | +15.3% | -2.9% | +18.2% | +15.9% |
| 30D | +11.7% | -5.4% | +17.1% | +12.6% |
| 3M | -17.6% | -32.2% | +14.6% | -12.1% |
| 6M | -7.7% | -26.5% | +18.8% | -3.4% |
| YTD | -23.0% | -12.4% | -10.6% | -22.1% |
| 1Y | -26.0% | +46.9% | -72.9% | -31.8% |
| 3Y | +36.9% | +116.0% | -79.1% | +10.0% |
| All | +36.9% | +105.6% | -68.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling