+1,431.9%
CIEN vs AWK
+135.6%
+1,296.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | -13.7% | +2.8% | -16.4% | -14.3% |
| 3M | -23.0% | +11.3% | -34.3% | -25.4% |
| 6M | -0.8% | +6.7% | -7.6% | -3.2% |
| YTD | +43.1% | +9.4% | +33.7% | +38.4% |
| 1Y | +157.6% | +3.7% | +153.9% | +151.6% |
| 3Y | +593.8% | +9.2% | +584.6% | +540.7% |
| 5Y | +520.6% | -15.7% | +536.3% | +530.6% |
| All | +1,431.9% | +135.6% | +1,296.2% | +965.8% |
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