+298.1%
APP vs FSLR
+53.9%
+244.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | -14.8% | +19.4% | +9.2% |
| 30D | +56.0% | -4.3% | +60.3% | +58.1% |
| 3M | +30.8% | -23.4% | +54.2% | +40.3% |
| 6M | -9.8% | -26.9% | +17.1% | -2.9% |
| YTD | -39.3% | -34.4% | -4.9% | -34.1% |
| 1Y | -26.4% | -33.2% | +6.8% | -20.6% |
| 3Y | +887.9% | +28.1% | +859.9% | +653.4% |
| All | +298.1% | +53.9% | +244.2% | +93.6% |
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 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