+458.5%
FSLR vs AMP
+589.3%
-130.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +2.2% | -0.5% | +2.8% | +2.5% |
| 30D | -7.8% | -1.3% | -6.5% | -7.3% |
| 3M | -22.9% | +24.2% | -47.1% | -29.3% |
| 6M | +4.4% | +24.6% | -20.2% | -4.7% |
| YTD | -20.0% | +14.8% | -34.8% | -25.3% |
| 1Y | +2.8% | +12.8% | -10.0% | -3.4% |
| 3Y | +16.5% | +69.0% | -52.4% | -9.6% |
| 5Y | +110.3% | +124.9% | -14.6% | +42.8% |
| All | +458.5% | +589.3% | -130.8% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling