+13.2%
FSLR vs AUR
+86.2%
-73.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +0.2% | +11.1% | -10.9% | -1.1% |
| 30D | -15.1% | -6.9% | -8.3% | -14.5% |
| 3M | -22.5% | +5.5% | -28.1% | -23.3% |
| 6M | +4.0% | +41.0% | -37.0% | -0.9% |
| YTD | -22.3% | +69.3% | -91.5% | -27.7% |
| 1Y | 0.0% | +14.0% | -14.0% | -3.0% |
| All | +13.2% | +86.2% | -73.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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