+262.1%
APH vs FSLR
+32.4%
+229.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.7% |
| 7D | -5.9% | +15.3% | -21.3% | -7.8% |
| 30D | -14.8% | +11.7% | -26.5% | -16.1% |
| 3M | -12.4% | -17.6% | +5.2% | -10.4% |
| 6M | +8.1% | -7.7% | +15.8% | +9.0% |
| YTD | +10.9% | -23.0% | +33.9% | +13.5% |
| 1Y | +8.8% | -26.0% | +34.8% | +11.8% |
| 3Y | +262.1% | +36.9% | +225.2% | +229.6% |
| All | +262.1% | +32.4% | +229.7% | +229.6% |
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 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