+48.9%
CIEN vs AWK
+20.7%
+28.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -6.9% |
| 7D | -25.0% | +7.0% | -32.1% | -19.1% |
| 30D | -30.1% | +17.0% | -47.2% | -17.5% |
| 3M | -33.8% | +12.4% | -46.2% | -24.1% |
| 6M | -49.4% | +19.6% | -69.0% | -40.0% |
| YTD | +16.4% | +17.0% | -0.6% | +36.5% |
| 1Y | +48.9% | +20.0% | +28.9% | +76.6% |
| All | +48.9% | +20.7% | +28.2% | +76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling