+2,755.4%
AVGO vs FSLR
+464.5%
+2,290.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +1.9% |
| 7D | -0.3% | +6.8% | -7.1% | -1.9% |
| 30D | -13.8% | -14.7% | +0.9% | -10.6% |
| 3M | -6.9% | -22.6% | +15.6% | -1.3% |
| 6M | +11.9% | +12.7% | -0.8% | +8.1% |
| YTD | +6.9% | -18.4% | +25.2% | +10.2% |
| 1Y | +7.4% | +4.9% | +2.5% | +3.7% |
| 3Y | +345.6% | +16.4% | +329.2% | +289.3% |
| 5Y | +718.9% | +123.5% | +595.4% | +460.0% |
| 10Y | +2,755.4% | +454.3% | +2,301.0% | +1,320.1% |
| All | +2,755.4% | +464.5% | +2,290.9% | +1,320.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling