+453.5%
FSLR vs AMCR
+16.5%
+437.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.1% | -5.0% | +4.8% | +1.8% |
| 30D | -14.0% | -8.0% | -6.0% | -11.3% |
| 3M | -16.9% | +14.3% | -31.2% | -21.2% |
| 6M | +4.7% | +5.3% | -0.6% | +2.0% |
| YTD | -20.7% | +7.7% | -28.4% | -23.7% |
| 1Y | +1.7% | +10.8% | -9.2% | -3.4% |
| 3Y | +13.1% | +9.6% | +3.5% | +6.1% |
| 5Y | +108.4% | -10.2% | +118.6% | +108.8% |
| All | +453.5% | +16.5% | +437.0% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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