+15.3%
FSLR vs AMDL
+145.7%
-130.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.9% | -15.1% | -4.7% |
| 7D | -12.0% | +103.5% | -115.5% | -20.7% |
| 30D | -7.7% | -18.3% | +10.6% | -7.9% |
| 3M | -24.0% | +20.1% | -44.1% | -29.1% |
| 6M | -24.4% | +15.9% | -40.4% | -30.9% |
| YTD | -34.0% | +303.0% | -337.1% | -51.5% |
| 1Y | -35.6% | +164.0% | -199.6% | -49.9% |
| All | +15.3% | +145.7% | -130.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling