+9.6%
FSLR vs ACWI
+76.1%
-66.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.7% |
| 30D | -13.7% | +0.9% | -14.5% | -14.7% |
| 3M | -35.1% | +2.4% | -37.5% | -36.6% |
| 6M | +3.6% | +12.4% | -8.7% | -10.0% |
| YTD | -21.7% | +15.2% | -36.9% | -34.6% |
| 1Y | +1.3% | +22.7% | -21.4% | -21.8% |
| All | +9.6% | +76.1% | -66.5% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling