-35.6%
FSLR vs AS
-3.0%
-32.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | -12.0% | -3.6% | -8.4% | -11.1% |
| 30D | -7.7% | +3.4% | -11.1% | -8.5% |
| 3M | -24.0% | -8.6% | -15.4% | -22.1% |
| 6M | -24.4% | -10.0% | -14.4% | -22.5% |
| YTD | -34.0% | -19.2% | -14.9% | -31.3% |
| 1Y | -35.6% | -3.8% | -31.8% | -34.9% |
| All | -35.6% | -3.0% | -32.6% | -34.9% |
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