+454.3%
FSLR vs APA
-0.7%
+455.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.9% |
| 7D | +6.8% | -1.7% | +8.5% | +7.2% |
| 30D | -14.7% | +15.7% | -30.4% | -17.3% |
| 3M | -22.6% | +16.5% | -39.0% | -25.4% |
| 6M | +12.7% | +35.1% | -22.4% | +4.3% |
| YTD | -18.4% | +82.2% | -100.6% | -29.2% |
| 1Y | +4.9% | +102.5% | -97.5% | -11.8% |
| 3Y | +16.4% | +10.3% | +6.1% | +7.5% |
| 5Y | +123.5% | +166.1% | -42.7% | +66.1% |
| 10Y | +454.3% | -4.9% | +459.2% | +350.1% |
| All | +454.3% | -0.7% | +455.0% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling