+420.9%
FSLR vs AMC
-98.8%
+519.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -3.2% |
| 7D | -12.0% | +8.4% | -20.4% | -12.2% |
| 30D | -7.7% | +9.2% | -16.8% | -7.9% |
| 3M | -24.0% | +32.0% | -56.0% | -24.8% |
| 6M | -24.4% | +149.3% | -173.7% | -27.0% |
| YTD | -34.0% | +114.1% | -148.1% | -36.2% |
| 1Y | -35.6% | +35.8% | -71.4% | -36.8% |
| 3Y | +28.7% | -58.3% | +87.0% | +28.3% |
| 5Y | +55.3% | -99.2% | +154.5% | +64.7% |
| All | +420.9% | -98.8% | +519.6% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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