+196.6%
AMD vs FSLR
+72.0%
+124.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.5% |
| 7D | -28.6% | +10.7% | -39.3% | -30.9% |
| 30D | -37.7% | +8.9% | -46.6% | -39.4% |
| 3M | -16.1% | -17.3% | +1.2% | -11.7% |
| 6M | +13.8% | -10.8% | +24.6% | +18.2% |
| YTD | +88.8% | -25.1% | +113.9% | +103.3% |
| 1Y | +57.8% | -29.4% | +87.2% | +72.7% |
| 3Y | +260.3% | +28.8% | +231.4% | +201.9% |
| 5Y | +196.6% | +68.3% | +128.3% | +82.9% |
| All | +196.6% | +72.0% | +124.6% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling