+109.0%
AAPL vs FSLR
+116.7%
-7.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.7% |
| 7D | -2.7% | +6.8% | -9.6% | -3.6% |
| 30D | +1.0% | -14.7% | +15.7% | +3.0% |
| 3M | +5.0% | -22.6% | +27.5% | +8.1% |
| 6M | +23.0% | +12.7% | +10.3% | +20.2% |
| YTD | +16.6% | -18.4% | +35.0% | +18.1% |
| 1Y | +33.4% | +4.9% | +28.5% | +29.9% |
| 3Y | +79.9% | +16.4% | +63.5% | +63.8% |
| 5Y | +109.0% | +123.5% | -14.4% | +51.2% |
| All | +109.0% | +116.7% | -7.7% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling