+424.5%
FSLR vs AMBA
-7.1%
+431.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | 0.0% | -11.0% | +11.0% | +2.9% |
| 30D | -13.7% | -23.2% | +9.5% | -7.7% |
| 3M | -35.1% | -12.7% | -22.4% | -34.3% |
| 6M | +3.6% | +11.2% | -7.6% | -2.8% |
| YTD | -21.7% | -11.2% | -10.5% | -22.7% |
| 1Y | +1.3% | -22.5% | +23.8% | +2.1% |
| 3Y | +9.7% | -1.3% | +11.0% | -1.8% |
| 5Y | +117.4% | -54.2% | +171.5% | +112.5% |
| All | +424.5% | -7.1% | +431.6% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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