+19.3%
FSLR vs BAM
+86.2%
-66.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | +15.3% | +9.7% | +5.6% | +10.7% |
| 30D | +11.7% | +19.0% | -7.3% | +3.3% |
| 3M | -17.6% | +0.6% | -18.2% | -18.1% |
| 6M | -7.7% | +11.1% | -18.8% | -12.3% |
| YTD | -23.0% | +4.2% | -27.2% | -25.2% |
| 1Y | -26.0% | +3.3% | -29.4% | -27.9% |
| 3Y | +36.9% | +88.8% | -51.9% | -0.8% |
| All | +19.3% | +86.2% | -66.9% | -13.5% |
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 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