+496.9%
FSLR vs APA
+0.9%
+496.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.6% | -4.7% |
| 7D | +5.3% | -8.7% | +14.0% | +6.9% |
| 30D | +7.8% | -2.4% | +10.2% | +7.9% |
| 3M | -23.4% | +19.0% | -42.4% | -26.5% |
| 6M | -12.9% | +26.8% | -39.7% | -18.0% |
| YTD | -26.7% | +87.3% | -114.0% | -37.0% |
| 1Y | -28.4% | +92.3% | -120.7% | -39.0% |
| 3Y | +44.6% | +37.3% | +7.3% | +27.3% |
| 5Y | +67.9% | +73.2% | -5.3% | +36.3% |
| 10Y | +496.9% | -0.9% | +497.8% | +353.4% |
| All | +496.9% | +0.9% | +496.1% | +353.4% |
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