+762.0%
FSLR vs ADSK
+432.4%
+329.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.6% |
| 7D | +6.8% | -14.3% | +21.1% | +14.9% |
| 30D | -14.7% | -14.8% | +0.1% | -8.3% |
| 3M | -22.6% | -5.7% | -16.9% | -22.2% |
| 6M | +12.7% | -18.7% | +31.4% | +19.9% |
| YTD | -18.4% | -28.3% | +9.9% | -8.5% |
| 1Y | +4.9% | -35.1% | +40.0% | +23.7% |
| 3Y | +16.4% | -3.2% | +19.6% | +6.9% |
| 5Y | +123.5% | -26.7% | +150.2% | +124.1% |
| 10Y | +454.3% | +208.4% | +245.9% | +116.2% |
| All | +762.0% | +432.4% | +329.6% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ADSK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling