+762.7%
AXTI vs FSLR
+429.3%
+333.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | +7.6% | -14.8% | +22.4% | +14.2% |
| 30D | -32.1% | -4.3% | -27.8% | -31.2% |
| 3M | -46.0% | -23.4% | -22.6% | -40.9% |
| 6M | -65.7% | -26.9% | -38.7% | -61.3% |
| YTD | +155.9% | -34.4% | +190.3% | +194.4% |
| 1Y | +300.8% | -33.2% | +334.0% | +359.3% |
| 3Y | +1,981.6% | +28.1% | +1,953.5% | +1,594.5% |
| 5Y | +359.3% | +54.5% | +304.8% | +213.6% |
| All | +762.7% | +429.3% | +333.4% | +251.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling