+469.1%
AXP vs FSLR
+431.5%
+37.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.5% | -13.7% | +7.1% | -4.6% |
| 3M | +4.6% | -35.1% | +39.7% | +11.0% |
| 6M | +5.4% | +3.6% | +1.8% | +3.6% |
| YTD | -11.1% | -21.7% | +10.6% | -9.3% |
| 1Y | -0.3% | +1.3% | -1.6% | -2.9% |
| 3Y | +111.6% | +9.7% | +101.9% | +91.2% |
| 5Y | +117.6% | +117.4% | +0.2% | +63.4% |
| All | +469.1% | +431.5% | +37.7% | +226.1% |
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