+658.0%
ACN vs FSLR
+734.5%
-76.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +9.4% | -13.7% | +23.0% | +11.3% |
| 3M | +5.6% | -35.1% | +40.7% | +10.8% |
| 6M | -9.3% | +3.6% | -12.9% | -10.8% |
| YTD | -29.0% | -21.7% | -7.2% | -28.0% |
| 1Y | -24.7% | +1.3% | -25.9% | -26.6% |
| 3Y | -39.8% | +9.7% | -49.5% | -44.7% |
| 5Y | -40.9% | +117.4% | -158.3% | -52.2% |
| 10Y | +91.1% | +435.5% | -344.4% | +29.5% |
| All | +658.0% | +734.5% | -76.5% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling