-28.5%
FSLR vs AWK
+969.7%
-998.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | -13.7% | +5.6% | -19.2% | -15.5% |
| 3M | -35.1% | +15.9% | -50.9% | -39.4% |
| 6M | +3.6% | +4.6% | -0.9% | +0.5% |
| YTD | -21.7% | +10.1% | -31.8% | -26.1% |
| 1Y | +1.3% | +2.1% | -0.8% | -1.6% |
| 3Y | +9.7% | +9.8% | -0.1% | -0.1% |
| 5Y | +117.4% | -15.4% | +132.7% | +120.7% |
| 10Y | +435.5% | +129.4% | +306.1% | +198.3% |
| All | -28.5% | +969.7% | -998.2% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling