+454.3%
FSLR vs AWK
+126.2%
+328.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +6.8% | +2.2% | +4.6% | +6.2% |
| 30D | -14.7% | +4.4% | -19.2% | -15.7% |
| 3M | -22.6% | +15.4% | -37.9% | -25.8% |
| 6M | +12.7% | +3.5% | +9.2% | +11.0% |
| YTD | -18.4% | +9.8% | -28.2% | -21.2% |
| 1Y | +4.9% | +3.0% | +1.9% | +2.9% |
| 3Y | +16.4% | +9.7% | +6.7% | +8.9% |
| 5Y | +123.5% | -17.2% | +140.6% | +126.5% |
| 10Y | +454.3% | +126.1% | +328.3% | +288.6% |
| All | +454.3% | +126.2% | +328.2% | +288.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling