-17.0%
AAOI vs CIEN
+4.7%
-21.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.5% | -2.6% |
| 7D | -0.2% | +8.9% | -9.1% | -8.6% |
| 30D | -23.7% | -19.1% | -4.6% | -5.4% |
| 3M | -39.0% | -21.5% | -17.5% | -20.9% |
| 6M | -17.0% | +2.8% | -19.9% | -35.1% |
| All | -17.0% | +4.7% | -21.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 6mo: compounded portfolio wealth divided by compounded CIEN 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…
6mo analysis · Full analysis span regression · 6 months rolling