+21.3%
FSLR vs BAM
+78.0%
-56.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | 0.0% | -2.0% | +2.0% | +0.8% |
| 30D | -13.7% | -2.9% | -10.7% | -12.7% |
| 3M | -35.1% | +9.4% | -44.5% | -37.6% |
| 6M | +3.6% | +10.8% | -7.1% | -1.3% |
| YTD | -21.7% | -0.4% | -21.3% | -22.3% |
| 1Y | +1.3% | -10.9% | +12.1% | +5.2% |
| 3Y | +9.7% | +61.3% | -51.6% | -16.0% |
| All | +21.3% | +78.0% | -56.6% | -10.1% |
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