+455.6%
FSLR vs AVAV
+360.4%
+95.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -8.4% | +9.9% | -18.3% | -10.6% |
| 30D | -0.9% | -5.4% | +4.5% | -0.6% |
| 3M | -26.1% | -36.5% | +10.5% | -19.6% |
| 6M | -23.6% | -25.3% | +1.6% | -20.8% |
| YTD | -31.8% | -48.6% | +16.8% | -26.2% |
| 1Y | -32.6% | -62.1% | +29.5% | -22.2% |
| 3Y | +33.0% | +2.3% | +30.7% | +13.9% |
| 5Y | +56.8% | +35.4% | +21.4% | +18.6% |
| 10Y | +455.6% | +345.1% | +110.5% | +231.2% |
| All | +455.6% | +360.4% | +95.2% | +231.2% |
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