-25.5%
APP vs FSLR
-8.5%
-17.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.6% | +30.4% | +30.8% |
| 7D | +39.7% | +10.7% | +29.0% | +36.2% |
| 30D | +27.7% | +8.9% | +18.9% | +25.0% |
| 3M | -14.8% | -17.3% | +2.6% | -11.4% |
| 6M | -25.5% | -10.8% | -14.8% | -22.8% |
| All | -25.5% | -8.5% | -17.0% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling