+63.1%
FSLR vs AKAM
-23.7%
+86.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.3% | -9.8% | -6.4% |
| 7D | -2.6% | -3.3% | +0.6% | -2.2% |
| 30D | +1.8% | -21.7% | +23.5% | +6.7% |
| 3M | -24.4% | -28.8% | +4.5% | -19.3% |
| 6M | -17.7% | -43.3% | +25.6% | -8.0% |
| YTD | -30.7% | -4.1% | -26.7% | -33.2% |
| 1Y | -33.6% | -3.9% | -29.7% | -36.1% |
| 3Y | +35.1% | -24.4% | +59.6% | +36.1% |
| 5Y | +63.1% | -23.8% | +86.8% | +56.8% |
| All | +63.1% | -23.7% | +86.8% | +56.8% |
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 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