+1,242.4%
FSLR vs AMCR
+100.2%
+1,142.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -13.7% | -4.1% | -9.6% | -12.6% |
| 3M | -35.1% | +21.7% | -56.8% | -39.0% |
| 6M | +3.6% | +1.5% | +2.2% | +2.5% |
| YTD | -21.7% | +13.1% | -34.9% | -25.2% |
| 1Y | +1.3% | +13.0% | -11.7% | -3.3% |
| 3Y | +9.7% | +6.9% | +2.8% | +5.4% |
| 5Y | +117.4% | -10.5% | +127.8% | +118.0% |
| 10Y | +435.5% | +20.9% | +414.6% | +377.4% |
| All | +1,242.4% | +100.2% | +1,142.2% | +1,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling