-29.7%
FSLR vs AME
+21.9%
-51.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -8.9% | -7.3% |
| 7D | +5.3% | -1.5% | +6.8% | +5.7% |
| 30D | +7.8% | -4.2% | +11.9% | +10.3% |
| 3M | -23.4% | -5.9% | -17.4% | -20.5% |
| 6M | -12.9% | +2.8% | -15.7% | -16.7% |
| YTD | -26.7% | +16.6% | -43.2% | -40.0% |
| All | -29.7% | +21.9% | -51.6% | -45.0% |
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