+420.9%
FSLR vs AXON
+1,027.4%
-606.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -2.7% |
| 7D | -12.0% | -19.7% | +7.7% | -8.3% |
| 30D | -7.7% | -25.7% | +18.0% | -2.4% |
| 3M | -24.0% | -48.8% | +24.8% | -13.3% |
| 6M | -24.4% | -22.0% | -2.5% | -22.5% |
| YTD | -34.0% | -45.9% | +11.9% | -28.4% |
| 1Y | -35.6% | -46.1% | +10.5% | -29.9% |
| 3Y | +28.7% | +40.9% | -12.3% | +2.3% |
| 5Y | +55.3% | +80.2% | -24.9% | +11.3% |
| All | +420.9% | +1,027.4% | -606.6% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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