+691.3%
FSLR vs ACGL
+1,405.8%
-714.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +10.7% | +6.4% | +4.3% | +7.6% |
| 30D | +8.9% | +16.6% | -7.7% | +1.2% |
| 3M | -17.3% | +11.6% | -28.9% | -21.7% |
| 6M | -10.8% | +17.5% | -28.2% | -18.6% |
| YTD | -25.1% | +15.3% | -40.3% | -31.6% |
| 1Y | -29.4% | +26.3% | -55.7% | -38.5% |
| 3Y | +28.8% | +35.9% | -7.1% | +2.2% |
| 5Y | +68.3% | +168.2% | -99.9% | -11.9% |
| 10Y | +502.7% | +352.0% | +150.7% | +100.2% |
| All | +691.3% | +1,405.8% | -714.5% | +9.6% |
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