+25,809.4%
AVGO vs FSLR
+32.3%
+25,777.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.1% |
| 7D | -9.9% | +15.3% | -25.3% | -12.8% |
| 30D | -22.0% | +11.7% | -33.7% | -23.9% |
| 3M | -30.0% | -17.6% | -12.4% | -27.4% |
| 6M | -30.7% | -7.7% | -23.0% | -30.0% |
| YTD | -14.7% | -23.0% | +8.3% | -11.5% |
| 1Y | -16.8% | -26.0% | +9.3% | -12.9% |
| 3Y | +244.4% | +36.9% | +207.6% | +197.8% |
| 5Y | +474.0% | +72.9% | +401.1% | +349.9% |
| 10Y | +2,122.6% | +519.3% | +1,603.3% | +1,153.4% |
| All | +25,809.4% | +32.3% | +25,777.1% | +17,193.2% |
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 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