+509.1%
CIEN vs AWK
-16.7%
+525.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -4.6% | +0.6% | -5.2% | -4.5% |
| 30D | -12.8% | +4.3% | -17.1% | -12.7% |
| 3M | -23.1% | +12.5% | -35.6% | -23.3% |
| 6M | +6.1% | +3.3% | +2.8% | +6.3% |
| YTD | +44.5% | +9.8% | +34.8% | +44.0% |
| 1Y | +176.6% | +2.9% | +173.7% | +177.0% |
| 3Y | +601.0% | +9.6% | +591.3% | +573.1% |
| 5Y | +509.1% | -16.7% | +525.8% | +499.0% |
| All | +509.1% | -16.7% | +525.9% | +499.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling