+348.3%
FSLR vs APTV
+194.6%
+153.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.8% |
| 7D | 0.0% | +4.8% | -4.8% | -2.1% |
| 30D | -13.7% | +2.0% | -15.7% | -14.6% |
| 3M | -35.1% | -34.2% | -0.8% | -22.9% |
| 6M | +3.6% | -34.7% | +38.3% | +21.7% |
| YTD | -21.7% | -37.0% | +15.2% | -7.3% |
| 1Y | +1.3% | -40.4% | +41.7% | +22.6% |
| 3Y | +9.7% | -54.1% | +63.8% | +43.8% |
| 5Y | +117.4% | -68.0% | +185.4% | +218.2% |
| 10Y | +435.5% | -15.5% | +451.0% | +307.9% |
| All | +348.3% | +194.6% | +153.7% | -7.6% |
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