+1,370.8%
AMAT vs CIEN
+1,190.2%
+180.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -2.5% | -9.3% | +6.9% | +2.1% |
| 30D | -26.5% | -39.5% | +13.0% | -8.4% |
| 3M | -28.6% | -29.8% | +1.2% | -18.3% |
| 6M | -14.2% | -50.4% | +36.1% | +13.9% |
| YTD | +45.5% | +16.3% | +29.1% | +29.3% |
| 1Y | +59.3% | +30.4% | +29.0% | +33.1% |
| 3Y | +153.1% | +516.6% | -363.5% | -4.1% |
| 5Y | +158.2% | +349.8% | -191.6% | +10.3% |
| 10Y | +1,370.8% | +1,184.7% | +186.1% | +330.9% |
| All | +1,370.8% | +1,190.2% | +180.6% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling