+495.8%
FSLR vs APD
+185.9%
+309.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +3.5% |
| 7D | +15.3% | -3.7% | +19.0% | +17.3% |
| 30D | +11.7% | +9.6% | +2.1% | +6.8% |
| 3M | -17.6% | +1.6% | -19.3% | -18.4% |
| 6M | -7.7% | +2.2% | -9.9% | -9.3% |
| YTD | -23.0% | +25.9% | -48.9% | -32.0% |
| 1Y | -26.0% | +20.1% | -46.2% | -33.4% |
| 3Y | +36.9% | +12.4% | +24.5% | +23.5% |
| 5Y | +72.9% | +11.1% | +61.8% | +55.3% |
| All | +495.8% | +185.9% | +309.9% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling