-46.9%
APLD vs FSLR
-33.7%
-13.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +3.1% |
| 7D | -6.3% | -2.6% | -3.7% | -5.6% |
| 30D | -29.6% | +1.8% | -31.3% | -30.8% |
| 3M | -42.6% | -24.4% | -18.2% | -32.8% |
| 6M | -59.6% | -17.7% | -41.8% | -55.6% |
| YTD | -32.0% | -30.7% | -1.3% | -21.5% |
| 1Y | -46.9% | -33.6% | -13.3% | -34.2% |
| All | -46.9% | -33.7% | -13.2% | -34.2% |
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