+3,847.4%
ANET vs AWK
+132.0%
+3,715.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.9% |
| 7D | +3.0% | -2.1% | +5.1% | +3.4% |
| 30D | -5.2% | +2.1% | -7.2% | -5.6% |
| 3M | +27.6% | +11.4% | +16.2% | +24.5% |
| 6M | +44.4% | +3.9% | +40.5% | +42.5% |
| YTD | +52.3% | +7.7% | +44.6% | +48.9% |
| 1Y | +30.4% | +1.3% | +29.1% | +28.8% |
| 3Y | +313.3% | +7.2% | +306.1% | +286.8% |
| 5Y | +810.0% | -17.0% | +827.0% | +836.4% |
| All | +3,847.4% | +132.0% | +3,715.4% | +3,004.0% |
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