+216.5%
AZN vs FSLR
+466.5%
-250.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | +1.1% | -7.8% | +8.9% | +1.5% |
| 3M | -12.1% | -22.9% | +10.8% | -11.0% |
| 6M | -17.1% | +4.4% | -21.5% | -17.8% |
| YTD | -12.0% | -20.0% | +8.0% | -11.5% |
| 1Y | -0.2% | +2.8% | -3.0% | -1.5% |
| 3Y | +26.8% | +16.5% | +10.2% | +21.4% |
| 5Y | +56.9% | +110.3% | -53.4% | +42.4% |
| All | +216.5% | +466.5% | -250.0% | +150.8% |
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