+262.9%
FSLR vs AMC
-97.7%
+360.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | +15.3% | +2.6% | +12.7% | +15.2% |
| 30D | +11.7% | +9.0% | +2.6% | +11.3% |
| 3M | -17.6% | +22.2% | -39.8% | -18.3% |
| 6M | -7.7% | +91.5% | -99.2% | -10.4% |
| YTD | -23.0% | +101.3% | -124.3% | -25.6% |
| 1Y | -26.0% | +20.8% | -46.8% | -27.3% |
| 3Y | +36.9% | -71.3% | +108.2% | +38.1% |
| 5Y | +72.9% | -99.2% | +172.2% | +85.9% |
| 10Y | +519.3% | -98.7% | +618.0% | +562.0% |
| All | +262.9% | -97.7% | +360.7% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling