+5.7%
FSLR vs BAM
+84.8%
-79.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.8% |
| 7D | -8.4% | -2.9% | -5.6% | -7.3% |
| 30D | -0.9% | +14.7% | -15.6% | -6.8% |
| 3M | -26.1% | -4.1% | -21.9% | -24.9% |
| 6M | -23.6% | +9.6% | -33.2% | -27.0% |
| YTD | -31.8% | +3.4% | -35.2% | -33.6% |
| 1Y | -32.6% | +1.0% | -33.6% | -33.7% |
| 3Y | +33.0% | +88.2% | -55.2% | -3.5% |
| All | +5.7% | +84.8% | -79.2% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling