-26.0%
FSLR vs AMDL
+62.4%
-88.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +22.3% | -19.5% | 0.0% |
| 7D | +15.3% | -26.2% | +41.5% | +17.9% |
| 30D | +11.7% | -57.1% | +68.7% | +22.0% |
| 3M | -17.6% | -29.8% | +12.2% | -17.0% |
| 6M | -7.7% | -22.2% | +14.5% | -9.8% |
| YTD | -23.0% | +142.1% | -165.1% | -36.6% |
| 1Y | -26.0% | +85.8% | -111.9% | -36.8% |
| All | -26.0% | +62.4% | -88.5% | -36.8% |
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 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