+108.4%
FSLR vs AZO
+85.0%
+23.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | -0.1% | -2.9% | +2.8% | 0.0% |
| 30D | -14.0% | -5.3% | -8.7% | -13.9% |
| 3M | -16.9% | -7.3% | -9.5% | -16.7% |
| 6M | +4.7% | -22.7% | +27.4% | +6.2% |
| YTD | -20.7% | -15.0% | -5.7% | -20.0% |
| 1Y | +1.7% | -32.2% | +33.9% | +4.6% |
| 3Y | +13.1% | +10.0% | +3.1% | +7.6% |
| 5Y | +108.4% | +85.8% | +22.6% | +93.5% |
| All | +108.4% | +85.0% | +23.4% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling