+495.8%
FSLR vs AXON
+1,304.2%
-808.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -18.2% | +20.9% | +6.6% |
| 7D | +15.3% | -26.8% | +42.2% | +22.3% |
| 30D | +11.7% | -22.9% | +34.6% | +17.0% |
| 3M | -17.6% | -40.1% | +22.5% | -9.4% |
| 6M | -7.7% | -18.9% | +11.1% | -6.4% |
| YTD | -23.0% | -44.9% | +21.9% | -16.8% |
| 1Y | -26.0% | -46.7% | +20.6% | -19.4% |
| 3Y | +36.9% | +44.3% | -7.5% | +8.6% |
| 5Y | +72.9% | +71.4% | +1.6% | +26.0% |
| All | +495.8% | +1,304.2% | -808.4% | +207.6% |
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