+418.1%
FSLR vs ACGL
+324.4%
+93.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -14.8% | +2.2% | -17.0% | -15.3% |
| 30D | -4.3% | +12.3% | -16.6% | -7.5% |
| 3M | -23.4% | +11.8% | -35.2% | -26.0% |
| 6M | -26.9% | +17.5% | -44.4% | -31.0% |
| YTD | -34.4% | +14.3% | -48.7% | -37.8% |
| 1Y | -33.2% | +18.2% | -51.4% | -37.4% |
| 3Y | +28.1% | +33.2% | -5.1% | +10.9% |
| 5Y | +54.5% | +174.3% | -119.8% | -2.7% |
| All | +418.1% | +324.4% | +93.7% | +159.5% |
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