+772.5%
CIEN vs AWK
+1,044.6%
-272.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | +8.7% | 0.0% | +8.7% | +8.5% |
| 30D | -26.9% | +15.5% | -42.4% | -31.0% |
| 3M | -23.6% | +10.0% | -33.6% | -27.0% |
| 6M | -49.1% | +20.4% | -69.5% | -53.4% |
| YTD | +26.6% | +17.1% | +9.5% | +16.1% |
| 1Y | +42.7% | +18.3% | +24.5% | +30.0% |
| 3Y | +570.8% | +30.4% | +540.5% | +451.0% |
| 5Y | +386.4% | -2.1% | +388.5% | +354.3% |
| 10Y | +1,261.7% | +156.2% | +1,105.5% | +633.0% |
| All | +772.5% | +1,044.6% | -272.1% | +96.3% |
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