+455.6%
FSLR vs AMT
+134.0%
+321.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.4% | -2.4% | -6.1% | -7.7% |
| 30D | -0.9% | +4.2% | -5.1% | -2.6% |
| 3M | -26.1% | +13.4% | -39.5% | -29.6% |
| 6M | -23.6% | +9.4% | -33.0% | -27.0% |
| YTD | -31.8% | +11.7% | -43.5% | -35.6% |
| 1Y | -32.6% | +7.1% | -39.7% | -35.3% |
| 3Y | +33.0% | +15.1% | +17.9% | +19.6% |
| 5Y | +56.8% | -17.9% | +74.7% | +60.6% |
| 10Y | +455.6% | +133.5% | +322.0% | +287.5% |
| All | +455.6% | +134.0% | +321.6% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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