+116.4%
FSLR vs ACGL
+161.8%
-45.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -13.7% | -1.0% | -12.7% | -13.6% |
| 3M | -35.1% | +11.0% | -46.1% | -36.0% |
| 6M | +3.6% | -0.3% | +4.0% | +3.6% |
| YTD | -21.7% | +2.3% | -24.0% | -22.2% |
| 1Y | +1.3% | +6.4% | -5.1% | -0.2% |
| 3Y | +9.7% | +34.0% | -24.3% | -2.2% |
| All | +116.4% | +161.8% | -45.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling