+7,258.8%
ASML vs FSLR
+734.5%
+6,524.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | -2.3% | -35.1% | +32.8% | +7.1% |
| 6M | +23.0% | +3.6% | +19.3% | +21.6% |
| YTD | +61.1% | -21.7% | +82.8% | +67.6% |
| 1Y | +129.1% | +1.3% | +127.8% | +124.1% |
| 3Y | +165.4% | +9.7% | +155.7% | +141.9% |
| 5Y | +109.5% | +117.4% | -7.9% | +58.4% |
| 10Y | +1,645.7% | +435.5% | +1,210.2% | +933.8% |
| All | +7,258.8% | +734.5% | +6,524.3% | +3,581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling