+105.4%
FSLR vs AMP
+120.7%
-15.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | -15.1% | -1.0% | -14.1% | -14.8% |
| 3M | -22.5% | +23.2% | -45.8% | -28.6% |
| 6M | +4.0% | +20.4% | -16.4% | -3.6% |
| YTD | -22.3% | +13.6% | -35.9% | -27.0% |
| 1Y | 0.0% | +13.4% | -13.3% | -6.1% |
| 3Y | +10.9% | +66.5% | -55.6% | -18.2% |
| 5Y | +105.4% | +120.2% | -14.8% | +25.3% |
| All | +105.4% | +120.7% | -15.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling