+3,796.0%
APH vs FSLR
+699.0%
+3,097.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.4% |
| 7D | -12.7% | +10.7% | -23.4% | -14.4% |
| 30D | -19.2% | +8.9% | -28.0% | -20.5% |
| 3M | -16.7% | -17.3% | +0.6% | -14.1% |
| 6M | +5.1% | -10.8% | +15.9% | +6.4% |
| YTD | +6.6% | -25.1% | +31.6% | +10.1% |
| 1Y | +3.9% | -29.4% | +33.3% | +8.5% |
| 3Y | +246.0% | +28.8% | +217.2% | +203.7% |
| 5Y | +268.0% | +68.3% | +199.7% | +192.9% |
| 10Y | +868.2% | +502.7% | +365.5% | +455.6% |
| All | +3,796.0% | +699.0% | +3,097.0% | +2,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling