+8,520.0%
AMD vs FSLR
+432.1%
+8,087.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.1% | +6.8% |
| 7D | +44.7% | -12.0% | +56.7% | +49.9% |
| 30D | -3.3% | -7.7% | +4.3% | -1.4% |
| 3M | +21.2% | -24.0% | +45.2% | +30.5% |
| 6M | +30.6% | -24.4% | +55.0% | +41.6% |
| YTD | +173.3% | -34.0% | +207.3% | +204.3% |
| 1Y | +126.1% | -35.6% | +161.7% | +153.3% |
| 3Y | +393.5% | +28.7% | +364.9% | +312.8% |
| 5Y | +295.8% | +55.3% | +240.4% | +187.2% |
| All | +8,520.0% | +432.1% | +8,087.9% | +4,689.5% |
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