+631.5%
FSLR vs APD
+690.6%
-59.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.8% |
| 7D | -2.6% | -0.2% | -2.4% | -2.7% |
| 30D | +1.8% | +11.0% | -9.2% | -6.2% |
| 3M | -24.4% | +2.0% | -26.4% | -25.8% |
| 6M | -17.7% | +7.1% | -24.8% | -23.0% |
| YTD | -30.7% | +29.8% | -60.5% | -44.6% |
| 1Y | -33.6% | +24.0% | -57.7% | -45.5% |
| 3Y | +35.1% | +27.2% | +8.0% | +2.7% |
| 5Y | +63.1% | +12.8% | +50.3% | +31.7% |
| 10Y | +466.4% | +185.0% | +281.4% | +70.7% |
| All | +631.5% | +690.6% | -59.1% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling