+5,729.2%
ASML vs FSLR
+699.0%
+5,030.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.5% |
| 7D | -19.0% | +10.7% | -29.7% | -20.9% |
| 30D | -25.9% | +8.9% | -34.8% | -27.4% |
| 3M | -19.1% | -17.3% | -1.7% | -16.1% |
| 6M | -5.7% | -10.8% | +5.0% | -4.1% |
| YTD | +27.6% | -25.1% | +52.6% | +33.5% |
| 1Y | +30.8% | -29.4% | +60.2% | +38.4% |
| 3Y | +116.2% | +28.8% | +87.4% | +90.1% |
| 5Y | +67.7% | +68.3% | -0.6% | +33.7% |
| 10Y | +1,355.3% | +502.7% | +852.6% | +744.2% |
| All | +5,729.2% | +699.0% | +5,030.2% | +2,832.3% |
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 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