-26.0%
FSLR vs AME
+21.1%
-47.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.3% | +8.0% |
| 7D | +10.3% | -4.4% | +14.8% | +13.5% |
| 30D | +10.4% | -5.9% | +16.3% | +15.0% |
| 3M | -20.2% | -6.5% | -13.6% | -16.6% |
| 6M | -8.0% | +3.2% | -11.2% | -12.4% |
| YTD | -25.5% | +16.0% | -41.5% | -38.8% |
| 1Y | -26.0% | +20.4% | -46.4% | -41.8% |
| All | -26.0% | +21.1% | -47.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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