+46.1%
ASML vs FSLR
-24.3%
+70.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.6% | -8.2% | -4.9% |
| 7D | -10.0% | +10.3% | -20.3% | -12.7% |
| 30D | -19.4% | +10.4% | -29.9% | -21.9% |
| 3M | -12.5% | -20.2% | +7.7% | -6.8% |
| 6M | +8.2% | -8.0% | +16.2% | +11.8% |
| YTD | +40.7% | -25.5% | +66.3% | +47.4% |
| 1Y | +46.1% | -26.0% | +72.1% | +52.4% |
| All | +46.1% | -24.3% | +70.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling