+28.1%
FSLR vs BAM
+85.6%
-57.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -14.8% | -2.7% | -12.1% | -13.7% |
| 30D | -4.3% | +15.5% | -19.8% | -10.6% |
| 3M | -23.4% | -6.9% | -16.5% | -21.1% |
| 6M | -26.9% | +9.9% | -36.8% | -30.4% |
| YTD | -34.4% | +1.4% | -35.8% | -35.6% |
| 1Y | -33.2% | +3.3% | -36.5% | -35.0% |
| 3Y | +28.1% | +83.6% | -55.6% | -21.5% |
| All | +28.1% | +85.6% | -57.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling