+11.6%
FSLR vs ACHR
-10.6%
+22.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -13.7% | +9.8% | -23.5% | -15.5% |
| 3M | -35.1% | -10.5% | -24.6% | -34.5% |
| 6M | +3.6% | -15.5% | +19.2% | +5.3% |
| YTD | -21.7% | -24.1% | +2.3% | -19.6% |
| 1Y | +1.3% | -32.4% | +33.7% | +4.6% |
| All | +11.6% | -10.6% | +22.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling