+197.6%
FSLR vs ACM
+230.8%
-33.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | 0.0% | -3.7% | +3.7% | +2.2% |
| 30D | -13.7% | -11.1% | -2.6% | -8.5% |
| 3M | -35.1% | -8.0% | -27.1% | -32.7% |
| 6M | +3.6% | -29.7% | +33.3% | +23.9% |
| YTD | -21.7% | -29.4% | +7.6% | -7.8% |
| 1Y | +1.3% | -46.4% | +47.7% | +38.7% |
| 3Y | +9.7% | -22.3% | +32.0% | +19.2% |
| 5Y | +117.4% | +4.5% | +112.9% | +96.7% |
| 10Y | +435.5% | +127.6% | +307.8% | +169.7% |
| All | +197.6% | +230.8% | -33.2% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling