-7.4%
ADI vs CIEN
-52.8%
+45.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.4% |
| 7D | +9.5% | +15.3% | -5.8% | +4.8% |
| 30D | -1.4% | -22.0% | +20.6% | +4.3% |
| 3M | +4.7% | -36.6% | +41.4% | +15.2% |
| 6M | -7.4% | -51.5% | +44.0% | +7.4% |
| All | -7.4% | -52.8% | +45.3% | +7.4% |
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 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