+506.6%
APP vs FSLR
+127.4%
+379.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.0% |
| 7D | +61.1% | -2.6% | +63.7% | +62.4% |
| 30D | +42.8% | +1.8% | +41.0% | +42.2% |
| 3M | +16.7% | -24.4% | +41.1% | +25.5% |
| 6M | -15.6% | -17.7% | +2.1% | -12.2% |
| YTD | -41.3% | -30.7% | -10.6% | -37.3% |
| 1Y | -39.3% | -33.6% | -5.7% | -34.3% |
| 3Y | +803.2% | +35.1% | +768.1% | +588.5% |
| 5Y | +313.2% | +63.1% | +250.1% | +128.4% |
| All | +506.6% | +127.4% | +379.2% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling