-26.0%
FSLR vs ACWI
+14.9%
-40.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +1.8% |
| 7D | +10.3% | -0.5% | +10.8% | +11.2% |
| 30D | +10.4% | -1.6% | +12.0% | +13.6% |
| 3M | -20.2% | -1.3% | -18.8% | -18.2% |
| 6M | -8.0% | +5.8% | -13.8% | -13.0% |
| YTD | -25.5% | +12.7% | -38.3% | -36.8% |
| 1Y | -26.0% | +15.0% | -41.0% | -39.4% |
| All | -26.0% | +14.9% | -40.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling