+296.8%
FSLR vs APTV
+143.1%
+153.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.7% | -5.2% |
| 7D | -2.6% | -4.3% | +1.6% | -1.0% |
| 30D | +1.8% | -9.7% | +11.4% | +5.9% |
| 3M | -24.4% | -20.6% | -3.8% | -16.9% |
| 6M | -17.7% | -31.7% | +14.0% | -4.9% |
| YTD | -30.7% | -48.0% | +17.3% | -11.2% |
| 1Y | -33.6% | -52.1% | +18.5% | -11.8% |
| 3Y | +35.1% | -47.9% | +83.0% | +66.7% |
| 5Y | +63.1% | -76.9% | +140.0% | +175.8% |
| 10Y | +466.4% | -26.7% | +493.2% | +353.7% |
| All | +296.8% | +143.1% | +153.7% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling