-11.7%
AXP vs FSLR
-33.8%
+22.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -2.9% | -8.4% | +5.6% | -2.4% |
| 30D | +3.7% | -0.9% | +4.6% | +3.7% |
| 3M | -4.9% | -26.1% | +21.2% | -3.4% |
| 6M | +4.1% | -23.6% | +27.7% | +4.8% |
| YTD | -11.7% | -31.8% | +20.1% | -10.0% |
| 1Y | -11.7% | -32.6% | +20.8% | -10.5% |
| All | -11.7% | -33.8% | +22.1% | -10.5% |
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