+65.8%
AMGN vs FSLR
+15.2%
+50.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.3% | -14.4% | -10.2% |
| 7D | -10.3% | +6.8% | -17.1% | -10.5% |
| 30D | -3.8% | -14.7% | +10.9% | -3.2% |
| 3M | +14.4% | -22.6% | +37.0% | +15.6% |
| 6M | +7.8% | +12.7% | -4.9% | +6.8% |
| YTD | +22.6% | -18.4% | +40.9% | +23.0% |
| 1Y | +44.2% | +4.9% | +39.3% | +42.5% |
| 3Y | +65.8% | +16.4% | +49.4% | +63.9% |
| All | +65.8% | +15.2% | +50.6% | +63.9% |
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 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