+1.3%
FSLR vs BAH
-28.2%
+29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.5% |
| 7D | 0.0% | -3.2% | +3.2% | -0.2% |
| 30D | -13.7% | +2.0% | -15.7% | -13.4% |
| 3M | -35.1% | -7.6% | -27.5% | -34.9% |
| 6M | +3.6% | -5.7% | +9.3% | +4.1% |
| YTD | -21.7% | -11.7% | -10.0% | -21.2% |
| 1Y | +1.3% | -27.4% | +28.6% | -5.3% |
| All | +1.3% | -28.2% | +29.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling