+95.5%
AMD vs FSLR
-24.3%
+119.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -1.2% |
| 7D | -15.5% | +10.3% | -25.8% | -19.5% |
| 30D | -22.6% | +10.4% | -33.0% | -26.2% |
| 3M | -5.7% | -20.2% | +14.4% | +4.3% |
| 6M | +43.1% | -8.0% | +51.1% | +53.8% |
| YTD | +128.2% | -25.5% | +153.8% | +158.4% |
| 1Y | +95.5% | -26.0% | +121.4% | +119.2% |
| All | +95.5% | -24.3% | +119.7% | +119.2% |
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