+1,395.4%
ASML vs FSLR
+498.1%
+897.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.3% |
| 7D | -9.0% | +15.3% | -24.3% | -12.6% |
| 30D | -21.0% | +11.7% | -32.6% | -23.4% |
| 3M | -16.3% | -17.6% | +1.3% | -12.4% |
| 6M | -7.5% | -7.7% | +0.2% | -6.4% |
| YTD | +34.0% | -23.0% | +57.0% | +40.5% |
| 1Y | +39.3% | -26.0% | +65.3% | +47.3% |
| 3Y | +128.9% | +36.9% | +92.0% | +88.4% |
| 5Y | +76.1% | +72.9% | +3.1% | +25.1% |
| All | +1,395.4% | +498.1% | +897.3% | +644.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling