-35.6%
FSLR vs AME
+22.2%
-57.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.6% |
| 7D | -12.0% | +8.1% | -20.1% | -16.4% |
| 30D | -7.7% | -3.8% | -3.9% | -5.6% |
| 3M | -24.0% | -6.6% | -17.4% | -20.3% |
| 6M | -24.4% | +4.6% | -29.0% | -28.6% |
| YTD | -34.0% | +17.9% | -52.0% | -46.5% |
| 1Y | -35.6% | +23.2% | -58.8% | -50.3% |
| All | -35.6% | +22.2% | -57.8% | -50.3% |
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 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