+726.4%
FSLR vs APA
-4.8%
+731.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -13.7% | +23.4% | -37.1% | -20.1% |
| 3M | -35.1% | +12.7% | -47.8% | -38.5% |
| 6M | +3.6% | +39.4% | -35.8% | -10.9% |
| YTD | -21.7% | +79.0% | -100.7% | -38.8% |
| 1Y | +1.3% | +88.8% | -87.6% | -23.6% |
| 3Y | +9.7% | +6.4% | +3.3% | -3.4% |
| 5Y | +117.4% | +153.0% | -35.6% | +24.1% |
| 10Y | +435.5% | +7.5% | +427.9% | +183.8% |
| All | +726.4% | -4.8% | +731.2% | +379.3% |
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