+400.4%
ALAB vs CIEN
+545.4%
-145.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.6% | +8.9% |
| 7D | +7.2% | -15.2% | +22.4% | +20.2% |
| 30D | -2.5% | -21.5% | +19.0% | +14.3% |
| 3M | -13.3% | -40.1% | +26.8% | +25.4% |
| 6M | +172.8% | -6.6% | +179.4% | +164.6% |
| YTD | +86.6% | +37.3% | +49.3% | +30.4% |
| 1Y | +65.2% | +174.5% | -109.4% | -36.3% |
| All | +400.4% | +545.4% | -145.0% | -0.5% |
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