+930.0%
APH vs FSLR
+429.3%
+500.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +4.9% | -14.8% | +19.7% | +7.7% |
| 30D | -5.4% | -4.3% | -1.1% | -4.8% |
| 3M | -5.5% | -23.4% | +17.9% | -1.4% |
| 6M | +25.9% | -26.9% | +52.9% | +32.0% |
| YTD | +16.4% | -34.4% | +50.8% | +22.8% |
| 1Y | +16.5% | -33.2% | +49.7% | +22.5% |
| 3Y | +270.9% | +28.1% | +242.8% | +224.3% |
| 5Y | +289.5% | +54.5% | +235.0% | +208.7% |
| All | +930.0% | +429.3% | +500.7% | +524.0% |
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