+867.3%
AMGN vs FSLR
+627.0%
+240.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -2.2% | -8.4% | +6.3% | -1.5% |
| 30D | +12.1% | -0.9% | +13.0% | +12.1% |
| 3M | +13.6% | -26.1% | +39.7% | +16.2% |
| 6M | +43.9% | -23.6% | +67.6% | +46.1% |
| YTD | +45.9% | -31.8% | +77.8% | +48.8% |
| 1Y | +42.1% | -32.6% | +74.7% | +44.9% |
| 3Y | +91.6% | +33.0% | +58.6% | +78.8% |
| 5Y | +158.5% | +56.8% | +101.7% | +132.1% |
| 10Y | +323.2% | +455.6% | -132.3% | +220.5% |
| All | +867.3% | +627.0% | +240.3% | +620.7% |
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