+126.7%
AMAT vs FSLR
+70.5%
+56.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.5% |
| 7D | -14.7% | +15.3% | -30.0% | -18.0% |
| 30D | -36.1% | +11.7% | -47.8% | -38.1% |
| 3M | -36.9% | -17.6% | -19.2% | -34.0% |
| 6M | -22.2% | -7.7% | -14.5% | -20.9% |
| YTD | +29.9% | -23.0% | +52.9% | +36.4% |
| 1Y | +43.3% | -26.0% | +69.3% | +51.8% |
| 3Y | +142.7% | +36.9% | +105.8% | +102.1% |
| All | +126.7% | +70.5% | +56.2% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling