+108.4%
FSLR vs ADSK
-26.7%
+135.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | -0.1% | -10.9% | +10.8% | +3.3% |
| 30D | -14.0% | -15.9% | +1.9% | -9.6% |
| 3M | -16.9% | -4.4% | -12.5% | -16.8% |
| 6M | +4.7% | -16.6% | +21.4% | +8.8% |
| YTD | -20.7% | -28.5% | +7.8% | -13.1% |
| 1Y | +1.7% | -34.6% | +36.3% | +15.5% |
| 3Y | +13.1% | -3.5% | +16.5% | +5.6% |
| 5Y | +108.4% | -25.6% | +134.0% | +98.3% |
| All | +108.4% | -26.7% | +135.1% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling