+132.8%
AMD vs FSLR
-33.8%
+166.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +8.0% |
| 7D | +13.1% | -8.4% | +21.5% | +16.9% |
| 30D | -7.0% | -0.9% | -6.1% | -7.3% |
| 3M | +16.6% | -26.1% | +42.6% | +32.2% |
| 6M | +20.5% | -23.6% | +44.2% | +38.2% |
| YTD | +158.2% | -31.8% | +190.0% | +200.8% |
| 1Y | +132.8% | -32.6% | +165.4% | +169.2% |
| All | +132.8% | -33.8% | +166.6% | +169.2% |
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