+933.3%
APP vs FSLR
+38.0%
+895.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.7% | +9.5% | +5.8% |
| 7D | +79.2% | +5.3% | +73.9% | +77.5% |
| 30D | +48.0% | +7.8% | +40.2% | +45.9% |
| 3M | +18.2% | -23.4% | +41.6% | +24.2% |
| 6M | -12.5% | -12.9% | +0.4% | -10.8% |
| YTD | -39.2% | -26.7% | -12.5% | -36.7% |
| 1Y | -33.9% | -28.4% | -5.5% | -30.8% |
| 3Y | +933.3% | +44.6% | +888.7% | +731.3% |
| All | +933.3% | +38.0% | +895.3% | +731.3% |
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