+420.9%
FSLR vs AWK
+153.6%
+267.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -12.0% | -2.6% | -9.4% | -11.4% |
| 30D | -7.7% | +14.2% | -21.8% | -10.8% |
| 3M | -24.0% | +10.0% | -34.1% | -25.9% |
| 6M | -24.4% | +17.1% | -41.5% | -27.9% |
| YTD | -34.0% | +16.1% | -50.2% | -37.3% |
| 1Y | -35.6% | +17.5% | -53.1% | -39.0% |
| 3Y | +28.7% | +29.3% | -0.7% | +14.1% |
| 5Y | +55.3% | -3.5% | +58.8% | +51.0% |
| All | +420.9% | +153.6% | +267.3% | +272.3% |
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