+713.0%
FSLR vs APA
-0.2%
+713.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.8% |
| 7D | +15.3% | -15.5% | +30.8% | +21.6% |
| 30D | +11.7% | +2.4% | +9.3% | +9.9% |
| 3M | -17.6% | +22.8% | -40.4% | -24.4% |
| 6M | -7.7% | +17.9% | -25.7% | -15.3% |
| YTD | -23.0% | +87.7% | -110.7% | -41.4% |
| 1Y | -26.0% | +94.2% | -120.2% | -44.7% |
| 3Y | +36.9% | +27.2% | +9.6% | +12.1% |
| 5Y | +72.9% | +74.1% | -1.2% | +14.5% |
| 10Y | +519.3% | +2.6% | +516.6% | +242.7% |
| All | +713.0% | -0.2% | +713.2% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling