+1,995.9%
APH vs FSLR
+734.5%
+1,261.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -48.0% |
| 7D | -48.7% | -2.7% | -46.0% | -48.6% |
| 30D | -51.9% | -13.7% | -38.3% | -50.8% |
| 3M | -43.6% | -35.1% | -8.5% | -39.2% |
| 6M | -37.5% | +3.6% | -41.2% | -38.5% |
| YTD | -38.6% | -21.7% | -16.9% | -37.0% |
| 1Y | -26.3% | +1.3% | -27.6% | -28.3% |
| 3Y | +89.2% | +9.7% | +79.5% | +71.2% |
| 5Y | +119.8% | +117.4% | +2.4% | +66.2% |
| 10Y | +454.3% | +435.5% | +18.8% | +224.2% |
| All | +1,995.9% | +734.5% | +1,261.4% | +1,102.3% |
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 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