+6,406.4%
AMD vs FSLR
+431.5%
+5,975.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | -0.9% | -13.7% | +12.7% | +3.3% |
| 3M | -8.7% | -35.1% | +26.4% | +4.0% |
| 6M | +136.3% | +3.6% | +132.7% | +135.1% |
| YTD | +123.0% | -21.7% | +144.7% | +137.7% |
| 1Y | +195.2% | +1.3% | +193.9% | +192.1% |
| 3Y | +336.3% | +9.7% | +326.6% | +286.4% |
| 5Y | +334.5% | +117.4% | +217.1% | +187.4% |
| All | +6,406.4% | +431.5% | +5,975.0% | +3,193.7% |
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