+726.4%
FSLR vs AKAM
+115.1%
+611.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.8% |
| 30D | -13.7% | -13.9% | +0.3% | -9.3% |
| 3M | -35.1% | -33.8% | -1.3% | -24.8% |
| 6M | +3.6% | +2.2% | +1.5% | -2.1% |
| YTD | -21.7% | +20.6% | -42.3% | -32.5% |
| 1Y | +1.3% | +36.3% | -35.0% | -17.9% |
| 3Y | +9.7% | -0.1% | +9.8% | -3.1% |
| 5Y | +117.4% | -7.5% | +124.9% | +94.2% |
| 10Y | +435.5% | +90.2% | +345.3% | +212.0% |
| All | +726.4% | +115.1% | +611.3% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling