+195.1%
FSLR vs AVTR
+6.1%
+189.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -12.0% | +3.2% | -15.2% | -12.7% |
| 30D | -7.7% | +0.5% | -8.1% | -7.9% |
| 3M | -24.0% | +12.1% | -36.2% | -26.6% |
| 6M | -24.4% | +91.2% | -115.6% | -37.7% |
| YTD | -34.0% | +36.3% | -70.3% | -40.9% |
| 1Y | -35.6% | +35.2% | -70.8% | -42.3% |
| 3Y | +28.7% | -15.8% | +44.5% | +25.7% |
| 5Y | +55.3% | -58.9% | +114.3% | +88.5% |
| All | +195.1% | +6.1% | +189.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling