-29.7%
FSLR vs AWK
+1,042.6%
-1,072.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | +15.3% | +4.1% | +11.2% | +13.5% |
| 30D | +11.7% | +18.0% | -6.3% | +4.3% |
| 3M | -17.6% | +12.2% | -29.8% | -21.5% |
| 6M | -7.7% | +21.2% | -29.0% | -15.6% |
| YTD | -23.0% | +17.6% | -40.6% | -29.3% |
| 1Y | -26.0% | +19.2% | -45.3% | -32.7% |
| 3Y | +36.9% | +26.7% | +10.1% | +16.8% |
| 5Y | +72.9% | -1.3% | +74.3% | +64.5% |
| 10Y | +519.3% | +159.7% | +359.6% | +224.5% |
| All | -29.7% | +1,042.6% | -1,072.3% | -87.1% |
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