+4.9%
FSLR vs APA
+96.0%
-91.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.4% |
| 7D | +6.8% | -1.7% | +8.5% | +6.7% |
| 30D | -14.7% | +15.7% | -30.4% | -13.9% |
| 3M | -22.6% | +16.5% | -39.0% | -21.7% |
| 6M | +12.7% | +35.1% | -22.4% | +11.8% |
| YTD | -18.4% | +82.2% | -100.6% | -20.7% |
| 1Y | +4.9% | +102.5% | -97.5% | +3.0% |
| All | +4.9% | +96.0% | -91.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling