-39.3%
APP vs FSLR
-33.7%
-5.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.5% |
| 7D | +61.1% | -2.6% | +63.7% | +62.0% |
| 30D | +42.8% | +1.8% | +41.0% | +42.7% |
| 3M | +16.7% | -24.4% | +41.1% | +21.0% |
| 6M | -15.6% | -17.7% | +2.1% | -12.4% |
| YTD | -41.3% | -30.7% | -10.6% | -39.8% |
| 1Y | -39.3% | -33.6% | -5.7% | -35.2% |
| All | -39.3% | -33.7% | -5.6% | -35.2% |
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