+301.8%
AMD vs FSLR
+32.4%
+269.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +10.2% |
| 7D | -11.0% | +15.3% | -26.4% | -14.7% |
| 30D | -30.5% | +11.7% | -42.1% | -32.6% |
| 3M | -8.2% | -17.6% | +9.4% | -3.6% |
| 6M | +6.6% | -7.7% | +14.3% | +9.9% |
| YTD | +109.7% | -23.0% | +132.7% | +122.8% |
| 1Y | +88.9% | -26.0% | +115.0% | +102.5% |
| 3Y | +301.8% | +36.9% | +265.0% | +280.8% |
| All | +301.8% | +32.4% | +269.4% | +280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling