+210.0%
FSLR vs AVTR
+5.8%
+204.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.0% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +1.8% | -0.6% | +2.4% | +1.8% |
| 3M | -24.4% | +13.4% | -37.8% | -27.2% |
| 6M | -17.7% | +87.4% | -105.1% | -31.8% |
| YTD | -30.7% | +35.9% | -66.6% | -37.9% |
| 1Y | -33.6% | +35.4% | -69.0% | -40.5% |
| 3Y | +35.1% | -16.1% | +51.3% | +32.1% |
| 5Y | +63.1% | -59.4% | +122.4% | +98.6% |
| All | +210.0% | +5.8% | +204.2% | +155.6% |
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