+454.3%
FSLR vs ACM
+128.0%
+326.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -14.7% | -12.9% | -1.8% | -9.6% |
| 3M | -22.6% | -6.4% | -16.2% | -20.9% |
| 6M | +12.7% | -29.2% | +41.9% | +30.6% |
| YTD | -18.4% | -29.9% | +11.6% | -5.8% |
| 1Y | +4.9% | -47.3% | +52.2% | +38.1% |
| 3Y | +16.4% | -19.6% | +36.0% | +22.6% |
| 5Y | +123.5% | +5.5% | +117.9% | +106.1% |
| 10Y | +454.3% | +129.7% | +324.6% | +285.6% |
| All | +454.3% | +128.0% | +326.4% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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