+726.4%
FSLR vs APD
+657.8%
+68.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +1.6% |
| 30D | -13.7% | +2.1% | -15.8% | -15.0% |
| 3M | -35.1% | +7.2% | -42.3% | -39.1% |
| 6M | +3.6% | +11.2% | -7.6% | -5.7% |
| YTD | -21.7% | +24.4% | -46.1% | -35.1% |
| 1Y | +1.3% | +6.7% | -5.4% | -7.3% |
| 3Y | +9.7% | +9.2% | +0.5% | -6.6% |
| 5Y | +117.4% | +27.4% | +90.0% | +58.3% |
| 10Y | +435.5% | +164.8% | +270.7% | +72.3% |
| All | +726.4% | +657.8% | +68.6% | -3.0% |
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 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