+355.9%
APH vs FSLR
+117.9%
+238.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | -3.9% | -13.7% | +9.8% | -1.9% |
| 3M | +13.0% | -35.1% | +48.1% | +19.8% |
| 6M | +25.2% | +3.6% | +21.5% | +24.1% |
| YTD | +22.9% | -21.7% | +44.7% | +25.9% |
| 1Y | +47.8% | +1.3% | +46.6% | +45.4% |
| 3Y | +283.0% | +9.7% | +273.3% | +254.5% |
| All | +355.9% | +117.9% | +238.0% | +240.3% |
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