+132.8%
AMAT vs FSLR
+28.8%
+104.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.6% | -14.2% | -13.7% |
| 7D | -24.3% | +10.7% | -35.0% | -26.3% |
| 30D | -39.8% | +8.9% | -48.7% | -41.2% |
| 3M | -40.2% | -17.3% | -22.8% | -37.7% |
| 6M | -22.1% | -10.8% | -11.3% | -20.0% |
| YTD | +24.7% | -25.1% | +49.7% | +31.4% |
| 1Y | +33.3% | -29.4% | +62.7% | +42.1% |
| All | +132.8% | +28.8% | +104.0% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling