+454.3%
FSLR vs AME
+421.6%
+32.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +6.8% | +2.8% | +4.0% | +5.0% |
| 30D | -14.7% | -6.3% | -8.4% | -11.4% |
| 3M | -22.6% | +5.4% | -27.9% | -25.0% |
| 6M | +12.7% | +7.4% | +5.3% | +7.9% |
| YTD | -18.4% | +16.2% | -34.5% | -25.4% |
| 1Y | +4.9% | +26.8% | -21.9% | -9.3% |
| 3Y | +16.4% | +57.5% | -41.1% | -13.9% |
| 5Y | +123.5% | +84.8% | +38.6% | +48.6% |
| 10Y | +454.3% | +424.3% | +30.0% | +120.4% |
| All | +454.3% | +421.6% | +32.7% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling