+105.4%
FSLR vs AMCR
-10.2%
+115.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.0% | -3.7% |
| 7D | +0.2% | -6.3% | +6.5% | +2.9% |
| 30D | -15.1% | -7.1% | -8.0% | -12.6% |
| 3M | -22.5% | +12.7% | -35.2% | -26.4% |
| 6M | +4.0% | +5.2% | -1.2% | +1.0% |
| YTD | -22.3% | +8.1% | -30.3% | -25.6% |
| 1Y | 0.0% | +11.7% | -11.7% | -5.9% |
| 3Y | +10.9% | +9.9% | +0.9% | +1.6% |
| 5Y | +105.4% | -8.7% | +114.0% | +107.0% |
| All | +105.4% | -10.2% | +115.6% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling