+83.1%
FSLR vs ACHR
-60.3%
+143.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +0.5% |
| 7D | -14.8% | -9.2% | -5.6% | -13.7% |
| 30D | -4.3% | -1.0% | -3.3% | -4.6% |
| 3M | -23.4% | -42.2% | +18.8% | -17.3% |
| 6M | -26.9% | -38.2% | +11.2% | -22.6% |
| YTD | -34.4% | -46.4% | +12.0% | -29.7% |
| 1Y | -33.2% | -49.4% | +16.2% | -28.0% |
| 3Y | +28.1% | -22.5% | +50.6% | +21.6% |
| 5Y | +54.5% | -29.8% | +84.3% | +31.8% |
| All | +83.1% | -60.3% | +143.4% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling