-26.0%
FSLR vs AMIX
-92.3%
+66.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +4.7% |
| 7D | +10.3% | -25.1% | +35.4% | +10.7% |
| 30D | +10.4% | -54.5% | +64.9% | +11.6% |
| 3M | -20.2% | -91.7% | +71.6% | -17.7% |
| 6M | -8.0% | -79.4% | +71.5% | -6.8% |
| YTD | -25.5% | -86.1% | +60.5% | -23.5% |
| 1Y | -26.0% | -91.6% | +65.6% | -23.0% |
| All | -26.0% | -92.3% | +66.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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