+2,759.3%
AXTI vs FSLR
+9.6%
+2,749.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | +0.8% |
| 7D | +21.0% | +0.2% | +20.8% | +20.9% |
| 30D | -6.6% | -15.1% | +8.5% | -1.2% |
| 3M | -12.1% | -22.5% | +10.5% | -3.1% |
| 6M | +78.7% | +4.0% | +74.8% | +81.3% |
| YTD | +321.5% | -22.3% | +343.7% | +354.2% |
| 1Y | +2,166.8% | 0.0% | +2,166.8% | +2,198.1% |
| All | +2,759.3% | +9.6% | +2,749.7% | +2,457.6% |
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 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