+726.4%
FSLR vs AMT
+550.5%
+175.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -13.7% | +4.6% | -18.3% | -16.0% |
| 3M | -35.1% | -8.4% | -26.6% | -32.4% |
| 6M | +3.6% | -6.0% | +9.7% | +5.3% |
| YTD | -21.7% | +2.1% | -23.9% | -24.7% |
| 1Y | +1.3% | -6.4% | +7.7% | +2.2% |
| 3Y | +9.7% | +8.1% | +1.6% | -4.0% |
| 5Y | +117.4% | -31.9% | +149.3% | +149.3% |
| 10Y | +435.5% | +97.1% | +338.4% | +154.9% |
| All | +726.4% | +550.5% | +175.9% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling