-33.6%
FSLR vs AMDL
+133.6%
-167.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.2% | -5.9% |
| 7D | -2.6% | +5.4% | -8.0% | -4.9% |
| 30D | +1.8% | -36.6% | +38.4% | +5.4% |
| 3M | -24.4% | -1.0% | -23.4% | -27.4% |
| 6M | -17.7% | -12.1% | -5.6% | -21.3% |
| YTD | -30.7% | +215.1% | -245.8% | -44.7% |
| 1Y | -33.6% | +130.4% | -164.0% | -44.7% |
| All | -33.6% | +133.6% | -167.2% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling