+1,237.1%
AAPL vs FSLR
+431.1%
+806.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +2.3% | -15.1% | +17.4% | +4.8% |
| 3M | +8.6% | -22.5% | +31.2% | +12.5% |
| 6M | +21.6% | +4.0% | +17.6% | +19.5% |
| YTD | +16.3% | -22.3% | +38.6% | +19.0% |
| 1Y | +35.1% | 0.0% | +35.0% | +31.7% |
| 3Y | +79.4% | +10.9% | +68.5% | +62.0% |
| 5Y | +109.8% | +105.4% | +4.5% | +59.1% |
| 10Y | +1,237.1% | +447.0% | +790.1% | +717.1% |
| All | +1,237.1% | +431.1% | +806.0% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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