+466.4%
FSLR vs AWK
+152.9%
+313.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | -2.6% | +2.7% | -5.3% | -3.3% |
| 30D | +1.8% | +16.7% | -14.9% | -2.2% |
| 3M | -24.4% | +11.7% | -36.1% | -26.5% |
| 6M | -17.7% | +21.9% | -39.6% | -22.3% |
| YTD | -30.7% | +17.6% | -48.3% | -34.3% |
| 1Y | -33.6% | +19.8% | -53.4% | -37.5% |
| 3Y | +35.1% | +31.0% | +4.2% | +19.5% |
| 5Y | +63.1% | -3.0% | +66.0% | +58.3% |
| 10Y | +466.4% | +156.8% | +309.7% | +308.0% |
| All | +466.4% | +152.9% | +313.5% | +308.0% |
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