-26.0%
FSLR vs AS
+3.3%
-29.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +3.2% |
| 7D | +10.3% | +13.8% | -3.4% | +6.6% |
| 30D | +10.4% | +16.7% | -6.3% | +5.8% |
| 3M | -20.2% | -11.5% | -8.6% | -17.5% |
| 6M | -8.0% | -5.5% | -2.5% | -7.2% |
| YTD | -25.5% | -14.2% | -11.4% | -23.7% |
| 1Y | -26.0% | +2.1% | -28.0% | -27.9% |
| All | -26.0% | +3.3% | -29.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling