+597.2%
FSLR vs AVAV
+351.0%
+246.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.5% | -7.7% | +0.2% |
| 7D | +15.3% | -10.6% | +25.9% | +17.9% |
| 30D | +11.7% | -18.8% | +30.5% | +16.6% |
| 3M | -17.6% | -34.1% | +16.5% | -9.7% |
| 6M | -7.7% | -35.3% | +27.6% | -0.1% |
| YTD | -23.0% | -53.4% | +30.4% | -13.2% |
| 1Y | -26.0% | -65.6% | +39.6% | -10.3% |
| 3Y | +36.9% | -5.1% | +41.9% | +17.6% |
| 5Y | +72.9% | +18.5% | +54.4% | +31.9% |
| 10Y | +519.3% | +369.8% | +149.4% | +182.1% |
| All | +597.2% | +351.0% | +246.2% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling