-33.6%
FSLR vs AVTR
+34.2%
-67.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.4% |
| 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% | -25.2% |
| 6M | -17.7% | +87.4% | -105.1% | -23.8% |
| YTD | -30.7% | +35.9% | -66.6% | -35.5% |
| 1Y | -33.6% | +35.4% | -69.0% | -39.0% |
| All | -33.6% | +34.2% | -67.8% | -39.0% |
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