+39.3%
ASML vs FSLR
-27.8%
+67.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.2% |
| 7D | -9.0% | +15.3% | -24.3% | -12.9% |
| 30D | -21.0% | +11.7% | -32.6% | -23.6% |
| 3M | -16.3% | -17.6% | +1.3% | -11.6% |
| 6M | -7.5% | -7.7% | +0.2% | -4.7% |
| YTD | +34.0% | -23.0% | +57.0% | +39.0% |
| 1Y | +39.3% | -26.0% | +65.3% | +46.1% |
| All | +39.3% | -27.8% | +67.0% | +46.1% |
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