+244.5%
FSLR vs AVTR
+5.1%
+239.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.2% |
| 7D | +15.3% | -3.6% | +18.9% | +16.4% |
| 30D | +11.7% | +0.8% | +10.9% | +11.2% |
| 3M | -17.6% | +17.4% | -35.0% | -21.4% |
| 6M | -7.7% | +83.5% | -91.2% | -23.1% |
| YTD | -23.0% | +35.0% | -58.0% | -30.9% |
| 1Y | -26.0% | +36.7% | -62.7% | -34.0% |
| 3Y | +36.9% | -15.3% | +52.2% | +33.4% |
| 5Y | +72.9% | -59.5% | +132.4% | +110.7% |
| All | +244.5% | +5.1% | +239.4% | +184.6% |
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 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