+2,475.6%
AVGO vs FSLR
+458.2%
+2,017.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.5% | +9.5% | +5.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | -8.2% | +1.8% | -10.0% | -8.9% |
| 3M | -21.3% | -24.4% | +3.1% | -16.2% |
| 6M | -22.5% | -17.7% | -4.8% | -19.6% |
| YTD | -3.6% | -30.7% | +27.2% | +3.0% |
| 1Y | -6.7% | -33.6% | +26.9% | +0.7% |
| 3Y | +258.1% | +35.1% | +223.0% | +199.0% |
| 5Y | +560.9% | +63.1% | +497.8% | +386.7% |
| 10Y | +2,475.6% | +466.4% | +2,009.2% | +1,210.2% |
| All | +2,475.6% | +458.2% | +2,017.4% | +1,210.2% |
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 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