+726.4%
FSLR vs AMP
+1,466.5%
-740.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -13.7% | -0.1% | -13.6% | -13.7% |
| 3M | -35.1% | +23.6% | -58.6% | -41.6% |
| 6M | +3.6% | +20.4% | -16.7% | -6.1% |
| YTD | -21.7% | +15.4% | -37.2% | -28.4% |
| 1Y | +1.3% | +11.0% | -9.7% | -5.8% |
| 3Y | +9.7% | +70.5% | -60.8% | -19.7% |
| 5Y | +117.4% | +121.4% | -4.0% | +36.3% |
| 10Y | +435.5% | +575.6% | -140.1% | +67.6% |
| All | +726.4% | +1,466.5% | -740.1% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling