-18.3%
ABT vs CIEN
+170.2%
-188.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -5.0% | +5.4% | -10.4% | -4.6% |
| 30D | -5.8% | -13.7% | +7.9% | -6.6% |
| 3M | +16.7% | -23.0% | +39.8% | +15.4% |
| 6M | -5.2% | -0.8% | -4.4% | -8.2% |
| YTD | -16.0% | +43.1% | -59.0% | -18.1% |
| 1Y | -18.3% | +157.6% | -175.9% | -18.4% |
| All | -18.3% | +170.2% | -188.5% | -18.4% |
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