+220.6%
APLD vs FSLR
+155.2%
+65.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +8.7% |
| 7D | -12.7% | +15.3% | -28.0% | -17.6% |
| 30D | -34.7% | +11.7% | -46.4% | -37.4% |
| 3M | -46.1% | -17.6% | -28.5% | -42.4% |
| 6M | -64.9% | -7.7% | -57.1% | -63.8% |
| YTD | -36.6% | -23.0% | -13.6% | -31.3% |
| 1Y | -50.0% | -26.0% | -23.9% | -44.9% |
| 3Y | +190.1% | +36.9% | +153.3% | +127.5% |
| All | +220.6% | +155.2% | +65.5% | -26.6% |
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