+0.4%
FSLR vs AXTX
-89.0%
+89.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.1% | +19.8% | +5.5% |
| 7D | +10.3% | -48.4% | +58.7% | +13.9% |
| 30D | +10.4% | -74.7% | +85.1% | +17.7% |
| 3M | -20.2% | -67.9% | +47.7% | -19.3% |
| 6M | -8.0% | -94.1% | +86.1% | -3.3% |
| All | +0.4% | -89.0% | +89.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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