+447.0%
FSLR vs APTV
-21.3%
+468.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -3.7% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | -15.1% | -10.6% | -4.5% | -11.5% |
| 3M | -22.5% | -35.0% | +12.5% | -9.3% |
| 6M | +4.0% | -38.9% | +42.9% | +23.5% |
| YTD | -22.3% | -41.5% | +19.3% | -6.7% |
| 1Y | 0.0% | -45.8% | +45.8% | +23.6% |
| 3Y | +10.9% | -55.7% | +66.6% | +43.6% |
| 5Y | +105.4% | -70.1% | +175.5% | +197.5% |
| 10Y | +447.0% | -19.1% | +466.1% | +369.4% |
| All | +447.0% | -21.3% | +468.3% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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