+1,707.9%
ABT vs CIEN
+142.9%
+1,565.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.4% |
| 7D | -1.3% | +15.3% | -16.5% | -2.0% |
| 30D | +6.0% | -22.0% | +28.0% | +6.9% |
| 3M | -1.9% | -36.6% | +34.8% | -0.4% |
| 6M | +31.2% | -51.5% | +82.6% | +34.1% |
| YTD | -11.2% | +20.0% | -31.2% | -13.8% |
| 1Y | -14.0% | +44.5% | -58.4% | -17.4% |
| 3Y | +20.7% | +539.0% | -518.4% | +5.8% |
| 5Y | -6.7% | +356.8% | -363.5% | -17.2% |
| 10Y | +226.3% | +1,190.4% | -964.1% | +174.3% |
| All | +1,707.9% | +142.9% | +1,565.0% | +1,242.5% |
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