+88.9%
AMD vs FSLR
-27.8%
+116.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +9.7% |
| 7D | -11.0% | +15.3% | -26.4% | -17.0% |
| 30D | -30.5% | +11.7% | -42.1% | -34.0% |
| 3M | -8.2% | -17.6% | +9.4% | -0.1% |
| 6M | +6.6% | -7.7% | +14.3% | +14.0% |
| YTD | +109.7% | -23.0% | +132.7% | +133.4% |
| 1Y | +88.9% | -26.0% | +115.0% | +116.1% |
| All | +88.9% | -27.8% | +116.7% | +116.1% |
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