-13.7%
AXP vs FSLR
-35.7%
+22.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -2.1% | -12.0% | +9.9% | -1.4% |
| 30D | +2.7% | -7.7% | +10.3% | +3.1% |
| 3M | -7.3% | -24.0% | +16.7% | -5.9% |
| 6M | +1.8% | -24.4% | +26.2% | +2.7% |
| YTD | -13.1% | -34.0% | +21.0% | -11.2% |
| 1Y | -13.7% | -35.6% | +21.9% | -11.9% |
| All | -13.7% | -35.7% | +22.0% | -11.9% |
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