+195.4%
FSLR vs AUR
-34.9%
+230.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.9% |
| 7D | +6.8% | +19.2% | -12.4% | +4.1% |
| 30D | -14.7% | -7.8% | -6.9% | -13.9% |
| 3M | -22.6% | +4.0% | -26.6% | -23.2% |
| 6M | +12.7% | +45.0% | -32.3% | +6.1% |
| YTD | -18.4% | +69.5% | -87.9% | -25.3% |
| 1Y | +4.9% | +13.0% | -8.1% | +1.1% |
| 3Y | +16.4% | +90.4% | -74.0% | -9.6% |
| 5Y | +123.5% | -34.2% | +157.6% | +84.3% |
| All | +195.4% | -34.9% | +230.3% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling