+495.8%
FSLR vs AMBA
-0.9%
+496.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.2% |
| 7D | +15.3% | -7.2% | +22.6% | +17.3% |
| 30D | +11.7% | -10.4% | +22.0% | +14.3% |
| 3M | -17.6% | -30.1% | +12.5% | -10.6% |
| 6M | -7.7% | -22.4% | +14.7% | -5.6% |
| YTD | -23.0% | -17.3% | -5.7% | -23.3% |
| 1Y | -26.0% | -35.4% | +9.3% | -22.2% |
| 3Y | +36.9% | +18.6% | +18.2% | +15.9% |
| 5Y | +72.9% | -69.8% | +142.8% | +88.3% |
| All | +495.8% | -0.9% | +496.7% | +316.3% |
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