+28.1%
FSLR vs ACM
-9.1%
+37.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -14.8% | +5.6% | -20.4% | -16.7% |
| 30D | -4.3% | +20.8% | -25.1% | -11.3% |
| 3M | -23.4% | +11.4% | -34.8% | -26.8% |
| 6M | -26.9% | +0.9% | -27.9% | -27.8% |
| YTD | -34.4% | -24.8% | -9.6% | -28.1% |
| 1Y | -33.2% | -46.4% | +13.2% | -14.4% |
| 3Y | +28.1% | -9.2% | +37.3% | +2.3% |
| All | +28.1% | -9.1% | +37.2% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling