-14.4%
FSLR vs ACWI
+330.1%
-344.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.5% | +5.6% |
| 7D | +10.7% | -4.0% | +14.7% | +16.4% |
| 30D | +8.9% | -5.8% | +14.7% | +17.5% |
| 3M | -17.3% | -5.0% | -12.3% | -11.6% |
| 6M | -10.8% | +0.7% | -11.5% | -10.5% |
| YTD | -25.1% | +8.4% | -33.5% | -31.9% |
| 1Y | -29.4% | +10.1% | -39.5% | -37.0% |
| 3Y | +28.8% | +70.8% | -41.9% | -34.0% |
| 5Y | +68.3% | +55.4% | +12.9% | -2.9% |
| 10Y | +502.7% | +223.3% | +279.4% | +31.9% |
| All | -14.4% | +330.1% | -344.5% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling