+52.6%
FSLR vs AMCR
-9.1%
+61.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | -2.4% | -12.4% | -14.0% |
| 30D | -4.3% | +3.6% | -7.9% | -6.0% |
| 3M | -23.4% | -4.2% | -19.2% | -22.3% |
| 6M | -26.9% | +15.5% | -42.5% | -31.6% |
| YTD | -34.4% | +9.7% | -44.1% | -37.9% |
| 1Y | -33.2% | +8.3% | -41.5% | -36.4% |
| 3Y | +28.1% | +15.4% | +12.7% | +14.2% |
| All | +52.6% | -9.1% | +61.7% | +54.7% |
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