+36.9%
FSLR vs AME
+62.2%
-25.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.4% |
| 7D | +15.3% | -5.2% | +20.5% | +18.1% |
| 30D | +11.7% | -8.0% | +19.7% | +16.2% |
| 3M | -17.6% | -8.9% | -8.7% | -14.0% |
| 6M | -7.7% | -5.0% | -2.7% | -6.0% |
| YTD | -23.0% | +11.9% | -34.9% | -27.6% |
| 1Y | -26.0% | +16.6% | -42.7% | -31.7% |
| 3Y | +36.9% | +62.5% | -25.6% | -3.3% |
| All | +36.9% | +62.2% | -25.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling