+96.9%
FSLR vs AUR
-35.1%
+131.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | -7.8% | -6.4% | -1.4% | -7.2% |
| 3M | -22.9% | +7.7% | -30.6% | -24.0% |
| 6M | +4.4% | +44.5% | -40.1% | -1.7% |
| YTD | -20.0% | +67.4% | -87.4% | -26.7% |
| 1Y | +2.8% | +15.4% | -12.6% | -1.2% |
| 3Y | +16.5% | +94.8% | -78.3% | -10.0% |
| All | +96.9% | -35.1% | +131.9% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling