-46.8%
APLD vs FSLR
-29.8%
-17.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.7% | +12.3% | +10.4% |
| 7D | +3.1% | +5.3% | -2.2% | -0.7% |
| 30D | -29.4% | +7.8% | -37.1% | -32.9% |
| 3M | -42.8% | -23.4% | -19.4% | -33.4% |
| 6M | -59.5% | -12.9% | -46.6% | -56.9% |
| YTD | -31.8% | -26.7% | -5.2% | -23.9% |
| All | -46.8% | -29.8% | -17.0% | -36.2% |
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