+79.9%
AAPL vs FSLR
+15.2%
+64.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -2.7% | +6.8% | -9.6% | -3.3% |
| 30D | +1.0% | -14.7% | +15.7% | +2.4% |
| 3M | +5.0% | -22.6% | +27.5% | +7.3% |
| 6M | +23.0% | +12.7% | +10.3% | +21.0% |
| YTD | +16.6% | -18.4% | +35.0% | +17.8% |
| 1Y | +33.4% | +4.9% | +28.5% | +30.8% |
| 3Y | +79.9% | +16.4% | +63.5% | +67.4% |
| All | +79.9% | +15.2% | +64.7% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling