+74.9%
FSLR vs ACGL
+159.2%
-84.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.0% |
| 7D | +15.3% | +0.9% | +14.5% | +15.3% |
| 30D | +11.7% | +13.7% | -2.1% | +10.6% |
| 3M | -17.6% | +8.0% | -25.7% | -18.1% |
| 6M | -7.7% | +13.3% | -21.0% | -8.9% |
| YTD | -23.0% | +11.8% | -34.8% | -24.0% |
| 1Y | -26.0% | +22.2% | -48.3% | -28.1% |
| 3Y | +36.9% | +32.5% | +4.4% | +26.4% |
| All | +74.9% | +159.2% | -84.4% | +18.9% |
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 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