+152.3%
ACN vs FSLR
+429.3%
-277.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.8% | -14.8% | +10.9% | -2.0% |
| 30D | +16.5% | -4.3% | +20.8% | +17.0% |
| 3M | +41.5% | -23.4% | +64.8% | +45.6% |
| 6M | +60.1% | -26.9% | +87.0% | +64.3% |
| YTD | -3.9% | -34.4% | +30.4% | -0.8% |
| 1Y | +4.1% | -33.2% | +37.3% | +7.0% |
| 3Y | -15.9% | +28.1% | -43.9% | -27.0% |
| 5Y | -26.3% | +54.5% | -80.8% | -41.7% |
| All | +152.3% | +429.3% | -277.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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