+830.4%
FSLR vs AMBA
+722.2%
+108.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +10.1% | +2.8% |
| 7D | +10.7% | -14.6% | +25.2% | +14.5% |
| 30D | +8.9% | -18.8% | +27.7% | +13.8% |
| 3M | -17.3% | -32.6% | +15.3% | -10.2% |
| 6M | -10.8% | -25.8% | +15.0% | -7.8% |
| YTD | -25.1% | -22.1% | -2.9% | -24.1% |
| 1Y | -29.4% | -36.2% | +6.8% | -25.8% |
| 3Y | +28.8% | +10.0% | +18.9% | +13.6% |
| 5Y | +68.3% | -71.6% | +139.9% | +84.5% |
| 10Y | +502.7% | -4.7% | +507.4% | +362.6% |
| All | +830.4% | +722.2% | +108.2% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling