+14.8%
FSLR vs AMIX
-100.0%
+114.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | -14.8% | -9.9% | -4.9% | -14.8% |
| 30D | -4.3% | -52.8% | +48.5% | -4.0% |
| 3M | -23.4% | -80.0% | +56.6% | -22.8% |
| 6M | -26.9% | -80.2% | +53.3% | -27.8% |
| YTD | -34.4% | -88.1% | +53.7% | -35.8% |
| 1Y | -33.2% | -91.1% | +57.9% | -34.7% |
| All | +14.8% | -100.0% | +114.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling