-26.0%
FSLR vs AXON
-50.2%
+24.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -18.2% | +20.9% | +3.1% |
| 7D | +15.3% | -26.8% | +42.2% | +16.1% |
| 30D | +11.7% | -22.9% | +34.6% | +12.2% |
| 3M | -17.6% | -40.1% | +22.5% | -16.1% |
| 6M | -7.7% | -18.9% | +11.1% | -4.1% |
| YTD | -23.0% | -44.9% | +21.9% | -19.0% |
| 1Y | -26.0% | -46.7% | +20.6% | -20.6% |
| All | -26.0% | -50.2% | +24.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling