+1.3%
FSLR vs AVTR
+16.8%
-15.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.2% |
| 30D | -13.7% | +12.1% | -25.7% | -14.5% |
| 3M | -35.1% | +57.2% | -92.3% | -38.2% |
| 6M | +3.6% | +73.1% | -69.4% | -2.5% |
| YTD | -21.7% | +30.6% | -52.4% | -25.1% |
| 1Y | +1.3% | +13.5% | -12.2% | -3.7% |
| All | +1.3% | +16.8% | -15.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling