+496.9%
FSLR vs AME
+465.0%
+31.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -8.9% | -7.2% |
| 7D | +5.3% | -1.5% | +6.8% | +5.6% |
| 30D | +7.8% | -4.2% | +11.9% | +9.8% |
| 3M | -23.4% | -5.9% | -17.4% | -21.2% |
| 6M | -12.9% | +2.8% | -15.7% | -15.0% |
| YTD | -26.7% | +16.6% | -43.2% | -33.7% |
| 1Y | -28.4% | +22.1% | -50.5% | -37.0% |
| 3Y | +44.6% | +64.7% | -20.1% | +3.1% |
| 5Y | +67.9% | +76.6% | -8.7% | +13.9% |
| 10Y | +496.9% | +443.9% | +53.0% | +122.3% |
| All | +496.9% | +465.0% | +31.9% | +122.3% |
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