+607.8%
CIEN vs AWK
+9.6%
+598.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.2% |
| 7D | -5.3% | +2.2% | -7.5% | -4.3% |
| 30D | -17.2% | +4.4% | -21.7% | -15.4% |
| 3M | -26.9% | +15.4% | -42.2% | -22.2% |
| 6M | +16.0% | +3.5% | +12.5% | +19.4% |
| YTD | +45.9% | +9.8% | +36.1% | +53.1% |
| 1Y | +186.8% | +3.0% | +183.8% | +196.4% |
| 3Y | +607.8% | +9.7% | +598.1% | +616.9% |
| All | +607.8% | +9.6% | +598.2% | +616.9% |
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