-1.6%
AVGO vs FSLR
+1.7%
-3.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -13.3% | -14.0% | +0.7% | -10.1% |
| 3M | -2.9% | -16.9% | +14.0% | +1.1% |
| 6M | +5.7% | +4.7% | +1.0% | +6.5% |
| YTD | +4.6% | -20.7% | +25.3% | +9.4% |
| 1Y | -1.6% | +1.7% | -3.3% | +1.5% |
| All | -1.6% | +1.7% | -3.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling