+490.4%
AZN vs FSLR
+770.4%
-280.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.0% |
| 7D | -1.5% | +6.8% | -8.3% | -2.1% |
| 30D | -0.9% | -14.7% | +13.9% | +0.4% |
| 3M | -11.8% | -22.6% | +10.7% | -10.2% |
| 6M | -17.6% | +12.7% | -30.3% | -19.1% |
| YTD | -12.0% | -18.4% | +6.3% | -11.5% |
| 1Y | -0.9% | +4.9% | -5.8% | -2.8% |
| 3Y | +23.7% | +16.4% | +7.3% | +16.6% |
| 5Y | +54.5% | +123.5% | -68.9% | +33.6% |
| 10Y | +218.2% | +454.3% | -236.2% | +136.7% |
| All | +490.4% | +770.4% | -280.0% | +296.1% |
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