+95.6%
AXP vs FSLR
+72.0%
+23.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.4% | +10.7% | -10.3% | -0.7% |
| 30D | +7.0% | +8.9% | -1.8% | +6.0% |
| 3M | -6.6% | -17.3% | +10.7% | -5.0% |
| 6M | +3.5% | -10.8% | +14.2% | +3.8% |
| YTD | -11.2% | -25.1% | +13.9% | -9.6% |
| 1Y | -10.2% | -29.4% | +19.3% | -8.1% |
| 3Y | +120.0% | +28.8% | +91.2% | +96.6% |
| 5Y | +95.6% | +68.3% | +27.3% | +63.6% |
| All | +95.6% | +72.0% | +23.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling