+52.6%
FSLR vs APA
+94.1%
-41.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | -14.8% | +8.5% | -23.3% | -16.1% |
| 30D | -4.3% | +2.8% | -7.1% | -5.2% |
| 3M | -23.4% | +21.7% | -45.1% | -26.7% |
| 6M | -26.9% | +32.6% | -59.6% | -31.8% |
| YTD | -34.4% | +103.7% | -138.1% | -45.4% |
| 1Y | -33.2% | +101.8% | -135.0% | -44.4% |
| 3Y | +28.1% | +48.1% | -20.0% | +8.6% |
| All | +52.6% | +94.1% | -41.5% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling