+13.3%
FSLR vs AWK
+10.9%
+2.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | -13.7% | +5.6% | -19.2% | -13.5% |
| 3M | -35.1% | +15.9% | -50.9% | -35.1% |
| 6M | +3.6% | +4.6% | -0.9% | +4.2% |
| YTD | -21.7% | +10.1% | -31.8% | -21.7% |
| 1Y | +1.3% | +2.1% | -0.8% | +2.0% |
| All | +13.3% | +10.9% | +2.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling