-35.9%
APP vs FSLR
+1.0%
-36.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -13.7% | -9.6% | -21.6% |
| 3M | -42.6% | -35.1% | -7.6% | -39.5% |
| 6M | -33.6% | +3.6% | -37.2% | -33.5% |
| YTD | -52.4% | -21.7% | -30.7% | -51.3% |
| 1Y | -35.9% | +1.3% | -37.2% | -26.7% |
| All | -35.9% | +1.0% | -36.9% | -26.7% |
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