+619.9%
FSLR vs AMP
+1,358.2%
-738.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.4% | -1.1% | -7.4% | -8.2% |
| 30D | -0.9% | +4.4% | -5.3% | -3.2% |
| 3M | -26.1% | -7.3% | -18.8% | -23.5% |
| 6M | -23.6% | +12.9% | -36.5% | -28.5% |
| YTD | -31.8% | +7.5% | -39.3% | -35.6% |
| 1Y | -32.6% | +13.3% | -45.9% | -37.9% |
| 3Y | +33.0% | +60.8% | -27.8% | -0.2% |
| 5Y | +56.8% | +82.7% | -25.9% | +7.9% |
| 10Y | +455.6% | +468.7% | -13.1% | +92.3% |
| All | +619.9% | +1,358.2% | -738.3% | +49.4% |
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