+1,162.1%
AMAT vs FSLR
+498.1%
+664.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | -14.7% | +15.3% | -30.0% | -18.5% |
| 30D | -36.1% | +11.7% | -47.8% | -38.3% |
| 3M | -36.9% | -17.6% | -19.2% | -33.6% |
| 6M | -22.2% | -7.7% | -14.5% | -20.9% |
| YTD | +29.9% | -23.0% | +52.9% | +37.3% |
| 1Y | +43.3% | -26.0% | +69.3% | +52.9% |
| 3Y | +142.7% | +36.9% | +105.8% | +94.9% |
| 5Y | +126.2% | +72.9% | +53.3% | +53.4% |
| All | +1,162.1% | +498.1% | +664.0% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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