+313.3%
ANET vs AWK
+7.8%
+305.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +4.8% |
| 7D | +3.0% | -2.1% | +5.1% | +1.9% |
| 30D | -5.2% | +2.1% | -7.2% | -4.0% |
| 3M | +27.6% | +11.4% | +16.2% | +35.5% |
| 6M | +44.4% | +3.9% | +40.5% | +49.0% |
| YTD | +52.3% | +7.7% | +44.6% | +60.2% |
| 1Y | +30.4% | +1.3% | +29.1% | +34.1% |
| 3Y | +313.3% | +7.2% | +306.1% | +349.1% |
| All | +313.3% | +7.8% | +305.5% | +349.1% |
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 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