-36.7%
FSLR vs AWK
+1,043.1%
-1,079.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | -2.6% | +2.7% | -5.3% | -3.7% |
| 30D | +1.8% | +16.7% | -14.9% | -4.5% |
| 3M | -24.4% | +11.7% | -36.1% | -27.8% |
| 6M | -17.7% | +21.9% | -39.6% | -24.9% |
| YTD | -30.7% | +17.6% | -48.3% | -36.4% |
| 1Y | -33.6% | +19.8% | -53.4% | -39.7% |
| 3Y | +35.1% | +31.0% | +4.2% | +13.5% |
| 5Y | +63.1% | -3.0% | +66.0% | +56.4% |
| 10Y | +466.4% | +156.8% | +309.7% | +198.7% |
| All | -36.7% | +1,043.1% | -1,079.8% | -88.4% |
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