+496.9%
FSLR vs ACGL
+332.3%
+164.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.0% |
| 7D | +5.3% | -1.1% | +6.3% | +5.5% |
| 30D | +7.8% | +13.1% | -5.4% | +3.9% |
| 3M | -23.4% | +9.8% | -33.2% | -25.6% |
| 6M | -12.9% | +15.3% | -28.2% | -17.2% |
| YTD | -26.7% | +12.7% | -39.4% | -30.2% |
| 1Y | -28.4% | +20.7% | -49.1% | -33.4% |
| 3Y | +44.6% | +34.3% | +10.3% | +24.5% |
| 5Y | +67.9% | +170.6% | -102.7% | +6.2% |
| 10Y | +496.9% | +330.6% | +166.3% | +198.7% |
| All | +496.9% | +332.3% | +164.6% | +198.7% |
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