+250.2%
FSLR vs AVTR
+1.7%
+248.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | -13.7% | +12.1% | -25.7% | -16.3% |
| 3M | -35.1% | +57.2% | -92.3% | -43.2% |
| 6M | +3.6% | +73.1% | -69.4% | -12.3% |
| YTD | -21.7% | +30.6% | -52.4% | -28.8% |
| 1Y | +1.3% | +13.5% | -12.2% | -6.1% |
| 3Y | +9.7% | -31.0% | +40.7% | +14.5% |
| 5Y | +117.4% | -63.2% | +180.6% | +172.8% |
| All | +250.2% | +1.7% | +248.5% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling