+123.5%
FSLR vs ACHR
-41.7%
+165.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.0% |
| 7D | +6.8% | +4.9% | +2.0% | +6.1% |
| 30D | -14.7% | +4.3% | -19.0% | -15.5% |
| 3M | -22.6% | +1.7% | -24.3% | -23.4% |
| 6M | +12.7% | -6.9% | +19.6% | +12.6% |
| YTD | -18.4% | -22.5% | +4.1% | -16.8% |
| 1Y | +4.9% | -31.5% | +36.4% | +7.7% |
| 3Y | +16.4% | -14.4% | +30.8% | +8.3% |
| 5Y | +123.5% | -41.6% | +165.1% | +78.9% |
| All | +123.5% | -41.7% | +165.2% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling