+84.1%
FSLR vs ACHR
-57.3%
+141.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.9% | +7.6% | -1.6% |
| 7D | -12.0% | +11.9% | -23.9% | -13.7% |
| 30D | -7.7% | -2.5% | -5.2% | -7.7% |
| 3M | -24.0% | -31.2% | +7.1% | -20.2% |
| 6M | -24.4% | -32.2% | +7.8% | -21.0% |
| YTD | -34.0% | -42.4% | +8.4% | -30.1% |
| 1Y | -35.6% | -49.9% | +14.3% | -30.5% |
| 3Y | +28.7% | -12.9% | +41.5% | +20.3% |
| 5Y | +55.3% | -24.6% | +79.9% | +31.2% |
| All | +84.1% | -57.3% | +141.4% | +67.0% |
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