+261.9%
AMD vs FSLR
+28.8%
+233.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.4% |
| 7D | -28.6% | +10.7% | -39.3% | -30.7% |
| 30D | -37.7% | +8.9% | -46.6% | -39.2% |
| 3M | -16.1% | -17.3% | +1.2% | -12.1% |
| 6M | +13.8% | -10.8% | +24.6% | +18.3% |
| YTD | +88.8% | -25.1% | +113.9% | +102.1% |
| 1Y | +57.8% | -29.4% | +87.2% | +71.1% |
| All | +261.9% | +28.8% | +233.0% | +245.4% |
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