-6.7%
AXP vs FSLR
-24.3%
+17.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.5% | +1.9% |
| 7D | +4.6% | +10.3% | -5.7% | +3.9% |
| 30D | +9.7% | +10.4% | -0.7% | +9.0% |
| 3M | -3.8% | -20.2% | +16.4% | -2.7% |
| 6M | +4.8% | -8.0% | +12.8% | +4.6% |
| YTD | -9.1% | -25.5% | +16.5% | -7.8% |
| 1Y | -6.7% | -26.0% | +19.3% | -6.0% |
| All | -6.7% | -24.3% | +17.5% | -6.0% |
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 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