+253.2%
FSLR vs AMC
-97.8%
+351.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.5% | +13.1% | +1.1% |
| 7D | +10.7% | 0.0% | +10.7% | +10.6% |
| 30D | +8.9% | +4.4% | +4.5% | +8.7% |
| 3M | -17.3% | +15.4% | -32.7% | -17.8% |
| 6M | -10.8% | +93.7% | -104.5% | -13.4% |
| YTD | -25.1% | +97.4% | -122.5% | -27.5% |
| 1Y | -29.4% | +23.2% | -52.6% | -30.7% |
| 3Y | +28.8% | -71.3% | +100.1% | +30.0% |
| 5Y | +68.3% | -99.3% | +167.6% | +81.1% |
| 10Y | +502.7% | -98.7% | +601.4% | +544.7% |
| All | +253.2% | -97.8% | +351.0% | +209.6% |
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