-26.0%
FSLR vs AVTR
+37.4%
-63.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +10.3% | -6.2% | +16.6% | +10.7% |
| 30D | +10.4% | -1.0% | +11.4% | +10.4% |
| 3M | -20.2% | +14.4% | -34.6% | -21.0% |
| 6M | -8.0% | +95.9% | -103.9% | -14.8% |
| YTD | -25.5% | +36.6% | -62.1% | -30.6% |
| 1Y | -26.0% | +35.1% | -61.1% | -31.7% |
| All | -26.0% | +37.4% | -63.4% | -31.7% |
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