+458.5%
FSLR vs ADSK
+222.2%
+236.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.2% | -2.5% | +4.8% | +3.2% |
| 30D | -7.8% | -14.9% | +7.1% | -2.3% |
| 3M | -22.9% | +3.3% | -26.2% | -25.0% |
| 6M | +4.4% | -15.7% | +20.0% | +8.4% |
| YTD | -20.0% | -28.2% | +8.3% | -11.9% |
| 1Y | +2.8% | -34.5% | +37.4% | +17.7% |
| 3Y | +16.5% | -2.9% | +19.4% | +8.8% |
| 5Y | +110.3% | -25.3% | +135.6% | +110.2% |
| All | +458.5% | +222.2% | +236.2% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling