+117.0%
FSLR vs ACHR
-45.8%
+162.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.7% | +0.9% | -3.9% |
| 7D | +0.2% | -2.7% | +2.9% | +0.7% |
| 30D | -15.1% | -12.1% | -3.0% | -13.6% |
| 3M | -22.5% | +3.4% | -25.9% | -23.6% |
| 6M | +4.0% | -15.6% | +19.6% | +5.4% |
| YTD | -22.3% | -26.9% | +4.6% | -20.1% |
| 1Y | 0.0% | -34.8% | +34.8% | +3.4% |
| 3Y | +10.9% | -19.2% | +30.1% | +4.0% |
| 5Y | +105.4% | -43.8% | +149.1% | +77.4% |
| All | +117.0% | -45.8% | +162.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling