+431.2%
FSLR vs AXON
+1,854.8%
-1,423.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -0.5% |
| 7D | 0.0% | -14.2% | +14.2% | +3.2% |
| 30D | -13.7% | -15.4% | +1.7% | -11.1% |
| 3M | -35.1% | +0.5% | -35.6% | -36.0% |
| 6M | +3.6% | -9.5% | +13.1% | +3.4% |
| YTD | -21.7% | -9.2% | -12.5% | -23.2% |
| 1Y | +1.3% | -29.4% | +30.7% | +5.0% |
| 3Y | +9.7% | +139.4% | -129.7% | -21.3% |
| 5Y | +117.4% | +178.9% | -61.5% | +43.8% |
| All | +431.2% | +1,854.8% | -1,423.6% | +134.7% |
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