+105.4%
FSLR vs ACM
+2.7%
+102.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -3.2% |
| 7D | +0.2% | -3.7% | +3.9% | +2.1% |
| 30D | -15.1% | -12.7% | -2.5% | -9.8% |
| 3M | -22.5% | -9.8% | -12.7% | -19.2% |
| 6M | +4.0% | -31.4% | +35.3% | +24.5% |
| YTD | -22.3% | -32.1% | +9.8% | -7.6% |
| 1Y | 0.0% | -47.8% | +47.8% | +37.4% |
| 3Y | +10.9% | -22.1% | +32.9% | +13.5% |
| 5Y | +105.4% | +1.8% | +103.6% | +78.4% |
| All | +105.4% | +2.7% | +102.6% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling