+28.1%
FSLR vs AMC
-59.1%
+87.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -14.8% | +3.5% | -18.3% | -15.0% |
| 30D | -4.3% | +12.5% | -16.8% | -4.9% |
| 3M | -23.4% | +23.6% | -47.0% | -24.3% |
| 6M | -26.9% | +144.4% | -171.3% | -30.9% |
| YTD | -34.4% | +108.3% | -142.7% | -37.7% |
| 1Y | -33.2% | +38.9% | -72.1% | -35.0% |
| 3Y | +28.1% | -58.9% | +86.9% | +48.2% |
| All | +28.1% | -59.1% | +87.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling