+16.4%
APH vs FSLR
-24.3%
+40.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.6% | -10.8% | -7.0% |
| 7D | -2.4% | +10.3% | -12.7% | -4.2% |
| 30D | -9.5% | +10.4% | -19.9% | -11.1% |
| 3M | -7.6% | -20.2% | +12.5% | -4.4% |
| 6M | +12.4% | -8.0% | +20.4% | +15.7% |
| YTD | +17.5% | -25.5% | +43.1% | +23.3% |
| 1Y | +16.4% | -26.0% | +42.4% | +21.6% |
| All | +16.4% | -24.3% | +40.7% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling