-35.6%
FSLR vs BAH
+3.0%
-38.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -12.0% | -2.6% | -9.4% | -12.1% |
| 30D | -7.7% | +20.4% | -28.0% | -7.1% |
| 3M | -24.0% | +11.9% | -35.9% | -23.7% |
| 6M | -24.4% | +17.1% | -41.6% | -23.2% |
| YTD | -34.0% | +5.5% | -39.6% | -34.0% |
| 1Y | -35.6% | +5.6% | -41.2% | -35.8% |
| All | -35.6% | +3.0% | -38.6% | -35.8% |
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