+52.6%
FSLR vs ACWI
+58.7%
-6.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.2% |
| 7D | -14.8% | +2.4% | -17.2% | -17.4% |
| 30D | -4.3% | -1.7% | -2.6% | -2.7% |
| 3M | -23.4% | -3.9% | -19.5% | -19.6% |
| 6M | -26.9% | +0.8% | -27.7% | -26.9% |
| YTD | -34.4% | +11.0% | -45.4% | -41.5% |
| 1Y | -33.2% | +13.1% | -46.3% | -41.6% |
| 3Y | +28.1% | +73.9% | -45.8% | -30.6% |
| All | +52.6% | +58.7% | -6.1% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling