+84.0%
APLD vs FSLR
+1.0%
+83.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -11.7% | -13.7% | +1.9% | -4.0% |
| 3M | -40.3% | -35.1% | -5.2% | -23.4% |
| 6M | -8.0% | +3.6% | -11.6% | -9.7% |
| YTD | +7.5% | -21.7% | +29.3% | +17.8% |
| 1Y | +84.0% | +1.3% | +82.7% | +69.7% |
| All | +84.0% | +1.0% | +83.0% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling