+455.6%
FSLR vs AXON
+1,109.0%
-653.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -2.5% |
| 7D | -8.4% | -25.6% | +17.2% | -3.1% |
| 30D | -0.9% | -23.9% | +23.0% | +4.2% |
| 3M | -26.1% | -50.4% | +24.4% | -15.0% |
| 6M | -23.6% | -20.0% | -3.6% | -22.1% |
| YTD | -31.8% | -44.5% | +12.6% | -26.4% |
| 1Y | -32.6% | -44.9% | +12.3% | -27.0% |
| 3Y | +33.0% | +44.7% | -11.7% | +5.1% |
| 5Y | +56.8% | +86.7% | -29.9% | +11.4% |
| 10Y | +455.6% | +1,060.5% | -604.9% | +174.5% |
| All | +455.6% | +1,109.0% | -653.4% | +174.5% |
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