+65.7%
AMGN vs FSLR
-24.3%
+90.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.8% |
| 7D | +5.9% | +10.3% | -4.4% | +6.1% |
| 30D | +18.7% | +10.4% | +8.3% | +18.9% |
| 3M | +23.4% | -20.2% | +43.6% | +23.1% |
| 6M | +49.7% | -8.0% | +57.7% | +49.7% |
| YTD | +49.2% | -25.5% | +74.7% | +48.6% |
| 1Y | +65.7% | -26.0% | +91.7% | +64.4% |
| All | +65.7% | -24.3% | +90.0% | +64.4% |
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 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