+52.6%
FSLR vs APD
+16.4%
+36.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -14.8% | +3.8% | -18.6% | -16.2% |
| 30D | -4.3% | +8.2% | -12.5% | -7.7% |
| 3M | -23.4% | +4.3% | -27.7% | -24.9% |
| 6M | -26.9% | +4.7% | -31.6% | -28.9% |
| YTD | -34.4% | +31.5% | -65.9% | -42.8% |
| 1Y | -33.2% | +23.5% | -56.7% | -40.2% |
| 3Y | +28.1% | +29.1% | -1.1% | +9.0% |
| All | +52.6% | +16.4% | +36.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling