+455.6%
FSLR vs AKAM
+31.5%
+424.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.4% |
| 7D | -8.4% | +0.9% | -9.3% | -8.8% |
| 30D | -0.9% | -14.7% | +13.8% | +2.2% |
| 3M | -26.1% | -25.7% | -0.4% | -21.7% |
| 6M | -23.6% | -43.4% | +19.7% | -14.3% |
| YTD | -31.8% | -0.7% | -31.2% | -34.8% |
| 1Y | -32.6% | -4.3% | -28.2% | -34.9% |
| 3Y | +33.0% | -21.7% | +54.7% | +31.6% |
| 5Y | +56.8% | -20.7% | +77.5% | +52.1% |
| 10Y | +455.6% | +32.4% | +423.1% | +343.0% |
| All | +455.6% | +31.5% | +424.1% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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