+495.8%
FSLR vs ACGL
+337.7%
+158.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.6% |
| 7D | +15.3% | +0.9% | +14.5% | +15.0% |
| 30D | +11.7% | +13.7% | -2.1% | +7.5% |
| 3M | -17.6% | +8.0% | -25.7% | -19.6% |
| 6M | -7.7% | +13.3% | -21.0% | -11.9% |
| YTD | -23.0% | +11.8% | -34.8% | -26.5% |
| 1Y | -26.0% | +22.2% | -48.3% | -31.5% |
| 3Y | +36.9% | +32.5% | +4.4% | +18.5% |
| 5Y | +72.9% | +160.2% | -87.3% | +11.1% |
| All | +495.8% | +337.7% | +158.1% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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