+252.4%
APP vs FSLR
+64.7%
+187.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.8% |
| 7D | +48.9% | -8.4% | +57.4% | +52.6% |
| 30D | +49.4% | -0.9% | +50.3% | +50.0% |
| 3M | +27.0% | -26.1% | +53.1% | +37.5% |
| 6M | -15.4% | -23.6% | +8.3% | -10.1% |
| YTD | -39.9% | -31.8% | -8.1% | -35.5% |
| 1Y | -32.0% | -32.6% | +0.6% | -26.7% |
| 3Y | +824.3% | +33.0% | +791.3% | +598.1% |
| 5Y | +252.4% | +56.8% | +195.6% | +63.9% |
| All | +252.4% | +64.7% | +187.7% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling