+33.1%
FSLR vs APD
+29.2%
+3.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -8.4% | -1.2% | -7.3% | -8.1% |
| 30D | -0.9% | +11.0% | -11.9% | -4.5% |
| 3M | -26.1% | +2.6% | -28.6% | -26.8% |
| 6M | -23.6% | +4.8% | -28.5% | -25.2% |
| YTD | -31.8% | +31.0% | -62.8% | -38.5% |
| 1Y | -32.6% | +23.4% | -56.0% | -38.1% |
| All | +33.1% | +29.2% | +3.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling