+108.6%
ASML vs FSLR
+117.9%
-9.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -13.7% | +15.8% | +5.9% |
| 3M | -2.3% | -35.1% | +32.8% | +8.7% |
| 6M | +23.0% | +3.6% | +19.3% | +21.6% |
| YTD | +61.1% | -21.7% | +82.8% | +68.5% |
| 1Y | +129.1% | +1.3% | +127.8% | +122.9% |
| 3Y | +165.4% | +9.7% | +155.7% | +136.3% |
| All | +108.6% | +117.9% | -9.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling