+47.4%
FSLR vs AMRZ
-17.3%
+64.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.5% |
| 7D | +6.8% | -2.0% | +8.8% | +7.3% |
| 30D | -14.7% | -9.8% | -4.9% | -12.2% |
| 3M | -22.6% | -17.2% | -5.3% | -18.7% |
| 6M | +12.7% | -26.9% | +39.6% | +21.4% |
| YTD | -18.4% | -21.5% | +3.1% | -12.0% |
| 1Y | +4.9% | -22.9% | +27.8% | +13.0% |
| All | +47.4% | -17.3% | +64.7% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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