+62.7%
FSLR vs BAH
+1,056.2%
-993.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.2% | +4.0% |
| 7D | +15.3% | -3.5% | +18.9% | +16.4% |
| 30D | +11.7% | +24.3% | -12.6% | +4.7% |
| 3M | -17.6% | +16.3% | -33.9% | -21.4% |
| 6M | -7.7% | +13.6% | -21.3% | -12.2% |
| YTD | -23.0% | +3.5% | -26.5% | -26.0% |
| 1Y | -26.0% | +2.7% | -28.7% | -28.9% |
| 3Y | +36.9% | -26.6% | +63.4% | +39.8% |
| 5Y | +72.9% | +8.5% | +64.4% | +51.9% |
| 10Y | +519.3% | +225.1% | +294.2% | +244.9% |
| All | +62.7% | +1,056.2% | -993.5% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling