+634.1%
AXP vs FSLR
+699.0%
-64.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.4% | +10.7% | -10.3% | -1.4% |
| 30D | +7.0% | +8.9% | -1.8% | +5.3% |
| 3M | -6.6% | -17.3% | +10.7% | -3.8% |
| 6M | +3.5% | -10.8% | +14.2% | +4.1% |
| YTD | -11.2% | -25.1% | +13.9% | -8.6% |
| 1Y | -10.2% | -29.4% | +19.3% | -6.7% |
| 3Y | +120.0% | +28.8% | +91.2% | +90.3% |
| 5Y | +95.6% | +68.3% | +27.3% | +53.1% |
| 10Y | +468.1% | +502.7% | -34.6% | +213.7% |
| All | +634.1% | +699.0% | -64.9% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling