+67.7%
ASML vs FSLR
+72.0%
-4.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.5% |
| 7D | -19.0% | +10.7% | -29.7% | -21.2% |
| 30D | -25.9% | +8.9% | -34.8% | -27.7% |
| 3M | -19.1% | -17.3% | -1.7% | -15.6% |
| 6M | -5.7% | -10.8% | +5.0% | -3.8% |
| YTD | +27.6% | -25.1% | +52.6% | +34.3% |
| 1Y | +30.8% | -29.4% | +60.2% | +39.5% |
| 3Y | +116.2% | +28.8% | +87.4% | +83.2% |
| 5Y | +67.7% | +68.3% | -0.6% | +8.2% |
| All | +67.7% | +72.0% | -4.4% | +8.2% |
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