-30.7%
APLD vs FSLR
-35.9%
+5.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +2.7% | -14.8% | +17.5% | +12.2% |
| 30D | -21.4% | -4.3% | -17.1% | -20.0% |
| 3M | -47.8% | -23.4% | -24.5% | -39.7% |
| 6M | -64.9% | -26.9% | -37.9% | -58.8% |
| YTD | -34.9% | -34.4% | -0.5% | -23.1% |
| 1Y | -30.7% | -33.2% | +2.5% | -19.5% |
| All | -30.7% | -35.9% | +5.2% | -19.5% |
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