+19.2%
FSLR vs AMDL
+119.6%
-100.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.3% | -15.9% | -3.4% |
| 7D | -8.4% | +18.5% | -26.9% | -12.3% |
| 30D | -0.9% | -24.2% | +23.3% | -0.1% |
| 3M | -26.1% | +11.5% | -37.6% | -30.3% |
| 6M | -23.6% | -1.0% | -22.6% | -28.7% |
| YTD | -31.8% | +260.3% | -292.1% | -49.1% |
| 1Y | -32.6% | +178.2% | -210.7% | -48.1% |
| All | +19.2% | +119.6% | -100.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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