+495.8%
FSLR vs AVAV
+361.4%
+134.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.5% | -7.7% | +0.6% |
| 7D | +15.3% | -10.6% | +25.9% | +17.5% |
| 30D | +11.7% | -18.8% | +30.5% | +15.9% |
| 3M | -17.6% | -34.1% | +16.5% | -11.0% |
| 6M | -7.7% | -35.3% | +27.6% | -1.2% |
| YTD | -23.0% | -53.4% | +30.4% | -14.8% |
| 1Y | -26.0% | -65.6% | +39.6% | -12.8% |
| 3Y | +36.9% | -5.1% | +41.9% | +19.4% |
| 5Y | +72.9% | +18.5% | +54.4% | +35.5% |
| All | +495.8% | +361.4% | +134.4% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling