+116.4%
FSLR vs AVTR
-64.3%
+180.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | -13.7% | +12.1% | -25.7% | -15.6% |
| 3M | -35.1% | +57.2% | -92.3% | -41.3% |
| 6M | +3.6% | +73.1% | -69.4% | -8.5% |
| YTD | -21.7% | +30.6% | -52.4% | -27.1% |
| 1Y | +1.3% | +13.5% | -12.2% | -4.4% |
| 3Y | +9.7% | -31.0% | +40.7% | +14.0% |
| All | +116.4% | -64.3% | +180.7% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling