+458.5%
FSLR vs AZO
+296.8%
+161.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.2% | -3.6% | +5.8% | +2.9% |
| 30D | -7.8% | -5.6% | -2.3% | -6.9% |
| 3M | -22.9% | -6.6% | -16.3% | -22.2% |
| 6M | +4.4% | -22.5% | +26.9% | +9.1% |
| YTD | -20.0% | -15.2% | -4.8% | -18.1% |
| 1Y | +2.8% | -33.9% | +36.8% | +11.0% |
| 3Y | +16.5% | +11.8% | +4.7% | +8.1% |
| 5Y | +110.3% | +85.5% | +24.7% | +65.4% |
| All | +458.5% | +296.8% | +161.6% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling