+13.7%
FSLR vs BAM
+90.5%
-76.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.3% | -7.1% | -5.7% |
| 7D | +5.3% | +5.3% | 0.0% | +2.8% |
| 30D | +7.8% | +18.1% | -10.3% | 0.0% |
| 3M | -23.4% | +4.2% | -27.6% | -25.0% |
| 6M | -12.9% | +11.1% | -24.0% | -17.3% |
| YTD | -26.7% | +6.6% | -33.3% | -29.5% |
| 1Y | -28.4% | +6.2% | -34.6% | -31.1% |
| 3Y | +44.6% | +95.0% | -50.4% | +3.3% |
| All | +13.7% | +90.5% | -76.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling