+1,693.7%
ABT vs CIEN
+177.9%
+1,515.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -3.7% | -15.2% | +11.5% | -3.0% |
| 30D | +2.5% | -21.5% | +24.0% | +3.5% |
| 3M | +20.2% | -40.1% | +60.3% | +22.6% |
| 6M | -2.9% | -6.6% | +3.6% | -3.7% |
| YTD | -11.9% | +37.3% | -49.2% | -14.5% |
| 1Y | -16.5% | +174.5% | -191.1% | -22.1% |
| 3Y | +12.1% | +562.3% | -550.1% | -1.3% |
| 5Y | -7.4% | +463.9% | -471.4% | -18.2% |
| 10Y | +210.7% | +1,302.4% | -1,091.7% | +161.6% |
| All | +1,693.7% | +177.9% | +1,515.8% | +1,231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling