+726.4%
FSLR vs ARWR
+79.1%
+647.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -13.7% | -0.7% | -13.0% | -13.6% |
| 3M | -35.1% | +14.9% | -50.0% | -36.3% |
| 6M | +3.6% | +32.6% | -29.0% | -0.3% |
| YTD | -21.7% | +30.0% | -51.8% | -24.7% |
| 1Y | +1.3% | +208.4% | -207.1% | -12.7% |
| 3Y | +9.7% | +208.8% | -199.1% | -9.5% |
| 5Y | +117.4% | +27.8% | +89.5% | +91.6% |
| 10Y | +435.5% | +1,107.6% | -672.1% | +231.1% |
| All | +726.4% | +79.1% | +647.3% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling