+7.4%
FSLR vs BAM
+88.1%
-80.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.3% | -5.0% |
| 7D | -2.6% | +5.0% | -7.6% | -4.8% |
| 30D | +1.8% | +16.6% | -14.8% | -5.0% |
| 3M | -24.4% | +2.2% | -26.6% | -25.4% |
| 6M | -17.7% | +9.7% | -27.4% | -21.4% |
| YTD | -30.7% | +5.2% | -36.0% | -33.1% |
| 1Y | -33.6% | +3.9% | -37.5% | -35.5% |
| 3Y | +35.1% | +91.5% | -56.4% | -2.7% |
| All | +7.4% | +88.1% | -80.7% | -22.5% |
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