+117.0%
AXP vs FSLR
+32.4%
+84.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.4% |
| 7D | +0.6% | +15.3% | -14.7% | -0.5% |
| 30D | +5.8% | +11.7% | -5.8% | +4.9% |
| 3M | -6.0% | -17.6% | +11.6% | -4.9% |
| 6M | +0.3% | -7.7% | +8.0% | +0.3% |
| YTD | -12.3% | -23.0% | +10.7% | -11.4% |
| 1Y | -11.2% | -26.0% | +14.8% | -10.2% |
| 3Y | +117.0% | +36.9% | +80.2% | +93.4% |
| All | +117.0% | +32.4% | +84.6% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling