+105.4%
FSLR vs AKAM
-2.4%
+107.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.9% | -9.6% | -5.7% |
| 7D | +0.2% | +5.4% | -5.1% | -0.9% |
| 30D | -15.1% | -5.9% | -9.3% | -14.3% |
| 3M | -22.5% | -19.6% | -2.9% | -19.4% |
| 6M | +4.0% | +8.5% | -4.5% | +0.7% |
| YTD | -22.3% | +26.9% | -49.2% | -28.8% |
| 1Y | 0.0% | +41.7% | -41.7% | -11.9% |
| 3Y | +10.9% | +5.8% | +5.1% | +3.3% |
| 5Y | +105.4% | -2.3% | +107.7% | +89.1% |
| All | +105.4% | -2.4% | +107.8% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling