+65.4%
FSLR vs BAH
+886.2%
-820.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -13.7% | +2.0% | -15.7% | -14.2% |
| 3M | -35.1% | -7.6% | -27.5% | -34.0% |
| 6M | +3.6% | -5.7% | +9.3% | +3.7% |
| YTD | -21.7% | -11.7% | -10.0% | -21.0% |
| 1Y | +1.3% | -27.4% | +28.6% | +7.9% |
| 3Y | +9.7% | -32.5% | +42.2% | +14.3% |
| 5Y | +117.4% | -3.3% | +120.7% | +97.2% |
| 10Y | +435.5% | +186.0% | +249.5% | +208.4% |
| All | +65.4% | +886.2% | -820.9% | -51.0% |
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