+52.6%
FSLR vs ACGL
+173.3%
-120.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -14.8% | +2.2% | -17.0% | -14.9% |
| 30D | -4.3% | +12.3% | -16.6% | -5.1% |
| 3M | -23.4% | +11.8% | -35.2% | -24.0% |
| 6M | -26.9% | +17.5% | -44.4% | -28.1% |
| YTD | -34.4% | +14.3% | -48.7% | -35.3% |
| 1Y | -33.2% | +18.2% | -51.4% | -34.5% |
| 3Y | +28.1% | +33.2% | -5.1% | +18.8% |
| All | +52.6% | +173.3% | -120.7% | +2.7% |
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 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