+726.4%
FSLR vs AME
+1,794.9%
-1,068.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.5% |
| 30D | -13.7% | -6.7% | -7.0% | -8.8% |
| 3M | -35.1% | +4.1% | -39.2% | -37.2% |
| 6M | +3.6% | +1.6% | +2.1% | +2.1% |
| YTD | -21.7% | +16.1% | -37.9% | -31.2% |
| 1Y | +1.3% | +27.3% | -26.1% | -18.0% |
| 3Y | +9.7% | +50.9% | -41.2% | -25.9% |
| 5Y | +117.4% | +81.4% | +36.0% | +23.0% |
| 10Y | +435.5% | +417.0% | +18.5% | +2.2% |
| All | +726.4% | +1,794.9% | -1,068.5% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling