+13.3%
FSLR vs APA
+8.0%
+5.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -13.7% | +23.4% | -37.1% | -16.9% |
| 3M | -35.1% | +12.7% | -47.8% | -36.7% |
| 6M | +3.6% | +39.4% | -35.8% | -5.3% |
| YTD | -21.7% | +79.0% | -100.7% | -33.0% |
| 1Y | +1.3% | +88.8% | -87.6% | -15.5% |
| All | +13.3% | +8.0% | +5.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling