+865.1%
AMGN vs FSLR
+603.3%
+261.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | 0.0% |
| 7D | +1.5% | -12.0% | +13.5% | +2.5% |
| 30D | +13.1% | -7.7% | +20.8% | +13.8% |
| 3M | +12.9% | -24.0% | +36.9% | +15.2% |
| 6M | +40.8% | -24.4% | +65.2% | +43.0% |
| YTD | +45.6% | -34.0% | +79.7% | +48.9% |
| 1Y | +42.7% | -35.6% | +78.3% | +46.1% |
| 3Y | +91.2% | +28.7% | +62.5% | +78.9% |
| 5Y | +158.1% | +55.3% | +102.8% | +131.9% |
| 10Y | +322.3% | +437.4% | -115.2% | +220.6% |
| All | +865.1% | +603.3% | +261.8% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling