+160.3%
CIEN vs AWK
+2.8%
+157.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -4.6% | +0.6% | -5.2% | -4.0% |
| 30D | -12.8% | +4.3% | -17.1% | -9.5% |
| 3M | -23.1% | +12.5% | -35.6% | -16.0% |
| 6M | +6.1% | +3.3% | +2.8% | +11.0% |
| YTD | +44.5% | +9.8% | +34.8% | +55.6% |
| All | +160.3% | +2.8% | +157.5% | +170.1% |
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 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