+31,416.6%
AVGO vs FSLR
+34.5%
+31,382.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | -14.4% | -13.7% | -0.8% | -11.8% |
| 3M | -14.4% | -35.1% | +20.7% | -6.4% |
| 6M | +13.1% | +3.6% | +9.5% | +11.6% |
| YTD | +3.8% | -21.7% | +25.5% | +7.6% |
| 1Y | +17.8% | +1.3% | +16.5% | +15.1% |
| 3Y | +325.3% | +9.7% | +315.6% | +285.2% |
| 5Y | +689.9% | +117.4% | +572.6% | +489.2% |
| 10Y | +2,597.0% | +435.5% | +2,161.5% | +1,456.9% |
| All | +31,416.6% | +34.5% | +31,382.1% | +20,920.0% |
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