+431.2%
FSLR vs AMC
-98.9%
+530.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -1.6% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | -13.7% | -0.7% | -12.9% | -13.7% |
| 3M | -35.1% | +35.2% | -70.3% | -35.9% |
| 6M | +3.6% | +124.6% | -120.9% | +0.4% |
| YTD | -21.7% | +69.9% | -91.6% | -23.6% |
| 1Y | +1.3% | -2.6% | +3.9% | +0.4% |
| 3Y | +9.7% | -79.8% | +89.5% | +11.3% |
| 5Y | +117.4% | -99.4% | +216.8% | +132.4% |
| All | +431.2% | -98.9% | +530.1% | +399.9% |
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