+726.8%
CIEN vs AWK
+1,044.2%
-317.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -5.9% | -5.0% |
| 7D | +15.3% | +0.1% | +15.1% | +15.1% |
| 30D | -22.0% | +14.3% | -36.3% | -26.1% |
| 3M | -36.6% | +10.3% | -46.9% | -39.5% |
| 6M | -51.5% | +18.9% | -70.4% | -55.3% |
| YTD | +20.0% | +17.7% | +2.2% | +9.8% |
| 1Y | +44.5% | +16.9% | +27.6% | +32.3% |
| 3Y | +539.0% | +32.2% | +506.9% | +421.7% |
| 5Y | +356.8% | -2.2% | +359.0% | +327.1% |
| 10Y | +1,190.4% | +156.1% | +1,034.3% | +595.2% |
| All | +726.8% | +1,044.2% | -317.4% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling