+128.9%
ASML vs FSLR
+32.4%
+96.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.4% |
| 7D | -9.0% | +15.3% | -24.3% | -12.2% |
| 30D | -21.0% | +11.7% | -32.6% | -23.2% |
| 3M | -16.3% | -17.6% | +1.3% | -12.8% |
| 6M | -7.5% | -7.7% | +0.2% | -6.2% |
| YTD | +34.0% | -23.0% | +57.0% | +39.7% |
| 1Y | +39.3% | -26.0% | +65.3% | +46.2% |
| 3Y | +128.9% | +36.9% | +92.0% | +103.7% |
| All | +128.9% | +32.4% | +96.5% | +103.7% |
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