+310.3%
APH vs FSLR
+66.7%
+243.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.7% | +12.9% | +8.9% |
| 7D | +1.1% | +5.3% | -4.2% | +0.2% |
| 30D | -7.5% | +7.8% | -15.2% | -8.6% |
| 3M | -4.4% | -23.4% | +18.9% | -1.0% |
| 6M | +26.5% | -12.9% | +39.4% | +28.3% |
| YTD | +20.0% | -26.7% | +46.7% | +23.7% |
| 1Y | +16.9% | -28.4% | +45.3% | +20.8% |
| 3Y | +288.5% | +44.6% | +243.9% | +241.6% |
| 5Y | +310.3% | +67.9% | +242.4% | +219.1% |
| All | +310.3% | +66.7% | +243.5% | +219.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling