+247.7%
APH vs FSLR
+28.8%
+218.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.4% |
| 7D | -12.7% | +10.7% | -23.4% | -14.0% |
| 30D | -19.2% | +8.9% | -28.0% | -20.1% |
| 3M | -16.7% | -17.3% | +0.6% | -14.8% |
| 6M | +5.1% | -10.8% | +15.9% | +6.5% |
| YTD | +6.6% | -25.1% | +31.6% | +9.4% |
| 1Y | +3.9% | -29.4% | +33.3% | +7.4% |
| All | +247.7% | +28.8% | +218.9% | +217.7% |
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