-5.9%
ABT vs CIEN
+49.1%
-55.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.3% | +14.9% | +4.7% |
| 7D | +12.5% | -25.0% | +37.6% | +10.1% |
| 30D | +16.1% | -30.1% | +46.2% | +13.3% |
| 3M | +10.2% | -33.8% | +44.0% | +7.5% |
| 6M | +33.7% | -49.4% | +83.2% | +29.6% |
| YTD | -5.5% | +16.4% | -21.9% | -10.1% |
| 1Y | -5.9% | +48.9% | -54.8% | -10.2% |
| All | -5.9% | +49.1% | -55.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling