+325.7%
AMGN vs FSLR
+429.3%
-103.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.1% | -14.8% | +15.9% | +2.1% |
| 30D | +9.3% | -4.3% | +13.6% | +9.5% |
| 3M | +12.1% | -23.4% | +35.5% | +13.7% |
| 6M | +40.3% | -26.9% | +67.2% | +42.2% |
| YTD | +45.2% | -34.4% | +79.6% | +47.7% |
| 1Y | +42.4% | -33.2% | +75.6% | +44.6% |
| 3Y | +91.0% | +28.1% | +63.0% | +80.4% |
| 5Y | +157.4% | +54.5% | +102.9% | +134.8% |
| All | +325.7% | +429.3% | -103.6% | +224.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling