+803.3%
APP vs FSLR
+28.8%
+774.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.6% | +30.4% | +30.9% |
| 7D | +39.7% | +10.7% | +29.0% | +37.0% |
| 30D | +27.7% | +8.9% | +18.9% | +25.7% |
| 3M | -14.8% | -17.3% | +2.6% | -11.8% |
| 6M | -25.5% | -10.8% | -14.8% | -24.4% |
| YTD | -47.2% | -25.1% | -22.1% | -45.3% |
| 1Y | -42.3% | -29.4% | -12.9% | -39.4% |
| All | +803.3% | +28.8% | +774.5% | +641.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling