+207.4%
ALAB vs CIEN
+389.3%
-181.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +2.2% |
| 7D | -26.3% | -24.1% | -2.2% | -8.9% |
| 30D | -50.1% | -45.5% | -4.6% | -21.6% |
| 3M | -42.5% | -39.7% | -2.8% | -18.4% |
| 6M | -10.8% | -57.8% | +47.0% | +64.4% |
| YTD | +14.6% | +4.1% | +10.6% | -2.2% |
| 1Y | +17.1% | +20.8% | -3.7% | -11.7% |
| All | +207.4% | +389.3% | -181.9% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling