+44.6%
FSLR vs AVAV
+2.7%
+41.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.6% | -17.3% | -6.4% |
| 7D | +5.3% | +3.2% | +2.1% | +4.4% |
| 30D | +7.8% | -7.4% | +15.2% | +8.4% |
| 3M | -23.4% | -32.0% | +8.6% | -19.5% |
| 6M | -12.9% | -24.6% | +11.7% | -10.3% |
| YTD | -26.7% | -47.5% | +20.9% | -23.0% |
| 1Y | -28.4% | -61.5% | +33.1% | -21.3% |
| 3Y | +44.6% | +5.5% | +39.1% | +21.9% |
| All | +44.6% | +2.7% | +41.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling