-26.0%
FSLR vs AWK
+20.7%
-46.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +5.4% |
| 7D | +10.3% | +7.0% | +3.3% | +13.1% |
| 30D | +10.4% | +17.0% | -6.6% | +17.3% |
| 3M | -20.2% | +12.4% | -32.6% | -16.4% |
| 6M | -8.0% | +19.6% | -27.6% | 0.0% |
| YTD | -25.5% | +17.0% | -42.6% | -19.8% |
| 1Y | -26.0% | +20.0% | -46.0% | -20.4% |
| All | -26.0% | +20.7% | -46.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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