+846.1%
CIEN vs AWK
+969.7%
-123.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -15.2% | +1.7% | -16.9% | -15.7% |
| 30D | -21.5% | +5.6% | -27.1% | -23.2% |
| 3M | -40.1% | +15.9% | -55.9% | -43.9% |
| 6M | -6.6% | +4.6% | -11.1% | -9.5% |
| YTD | +37.3% | +10.1% | +27.2% | +29.9% |
| 1Y | +174.5% | +2.1% | +172.4% | +165.4% |
| 3Y | +562.3% | +9.8% | +552.4% | +491.0% |
| 5Y | +463.9% | -15.4% | +479.3% | +464.5% |
| 10Y | +1,302.4% | +129.4% | +1,173.0% | +698.5% |
| All | +846.1% | +969.7% | -123.6% | +120.2% |
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