-32.6%
FSLR vs AKAM
-0.3%
-32.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.9% |
| 7D | -8.4% | +0.9% | -9.3% | -8.6% |
| 30D | -0.9% | -14.7% | +13.8% | +0.6% |
| 3M | -26.1% | -25.7% | -0.4% | -23.9% |
| 6M | -23.6% | -43.4% | +19.7% | -19.6% |
| YTD | -31.8% | -0.7% | -31.2% | -23.8% |
| 1Y | -32.6% | -4.3% | -28.2% | -23.8% |
| All | -32.6% | -0.3% | -32.3% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling