+76.3%
FSLR vs AVTR
-60.3%
+136.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.3% |
| 7D | +15.3% | -3.6% | +18.9% | +16.1% |
| 30D | +11.7% | +0.8% | +10.9% | +11.3% |
| 3M | -17.6% | +17.4% | -35.0% | -20.5% |
| 6M | -7.7% | +83.5% | -91.2% | -19.9% |
| YTD | -23.0% | +35.0% | -58.0% | -29.1% |
| 1Y | -26.0% | +36.7% | -62.7% | -32.2% |
| 3Y | +36.9% | -15.3% | +52.2% | +35.0% |
| All | +76.3% | -60.3% | +136.6% | +117.8% |
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