+192.8%
FSLR vs ACM
+233.3%
-40.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +15.3% | +5.4% | +10.0% | +12.0% |
| 30D | +11.7% | +15.1% | -3.5% | +3.1% |
| 3M | -17.6% | -10.5% | -7.1% | -12.8% |
| 6M | -7.7% | -19.7% | +12.0% | +2.7% |
| YTD | -23.0% | -28.8% | +5.8% | -9.5% |
| 1Y | -26.0% | -47.9% | +21.8% | +3.3% |
| 3Y | +36.9% | -12.4% | +49.2% | +38.8% |
| 5Y | +72.9% | +0.6% | +72.4% | +61.0% |
| 10Y | +519.3% | +161.3% | +358.0% | +187.2% |
| All | +192.8% | +233.3% | -40.5% | -1.5% |
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