+726.4%
FSLR vs ACGL
+1,236.0%
-509.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -13.7% | -1.0% | -12.7% | -13.3% |
| 3M | -35.1% | +11.0% | -46.1% | -38.9% |
| 6M | +3.6% | -0.3% | +4.0% | +2.2% |
| YTD | -21.7% | +2.3% | -24.0% | -24.2% |
| 1Y | +1.3% | +6.4% | -5.1% | -4.4% |
| 3Y | +9.7% | +34.0% | -24.3% | -13.4% |
| 5Y | +117.4% | +161.6% | -44.3% | +13.8% |
| 10Y | +435.5% | +278.6% | +156.9% | +95.8% |
| All | +726.4% | +1,236.0% | -509.6% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling