+43.3%
AMAT vs FSLR
-27.8%
+71.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.3% |
| 7D | -14.7% | +15.3% | -30.0% | -19.0% |
| 30D | -36.1% | +11.7% | -47.8% | -38.6% |
| 3M | -36.9% | -17.6% | -19.2% | -32.6% |
| 6M | -22.2% | -7.7% | -14.5% | -18.8% |
| YTD | +29.9% | -23.0% | +52.9% | +36.2% |
| 1Y | +43.3% | -26.0% | +69.3% | +52.9% |
| All | +43.3% | -27.8% | +71.0% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling