+117.9%
ASML vs FSLR
+28.8%
+89.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.5% |
| 7D | -19.0% | +10.7% | -29.7% | -21.1% |
| 30D | -25.9% | +8.9% | -34.8% | -27.6% |
| 3M | -19.1% | -17.3% | -1.7% | -15.7% |
| 6M | -5.7% | -10.8% | +5.0% | -3.7% |
| YTD | +27.6% | -25.1% | +52.6% | +33.8% |
| 1Y | +30.8% | -29.4% | +60.2% | +38.8% |
| All | +117.9% | +28.8% | +89.1% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling