+12.5%
APH vs FSLR
-33.6%
+46.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +0.4% | -8.4% | +8.8% | +1.6% |
| 30D | -8.0% | -0.9% | -7.1% | -8.2% |
| 3M | -5.0% | -26.1% | +21.1% | -0.6% |
| 6M | +29.9% | -23.6% | +53.6% | +36.4% |
| YTD | +18.0% | -31.8% | +49.8% | +25.3% |
| All | +12.5% | -33.6% | +46.1% | +19.8% |
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