+1,321.9%
AMAT vs CIEN
+1,159.7%
+162.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.8% | -0.6% |
| 7D | +11.4% | +15.3% | -3.9% | +4.4% |
| 30D | -17.0% | -22.0% | +4.9% | -7.4% |
| 3M | -30.6% | -36.6% | +6.0% | -16.6% |
| 6M | -14.9% | -51.5% | +36.5% | +14.0% |
| YTD | +44.7% | +20.0% | +24.7% | +26.7% |
| 1Y | +66.9% | +44.5% | +22.4% | +33.2% |
| 3Y | +153.3% | +539.0% | -385.7% | -5.6% |
| 5Y | +146.2% | +356.8% | -210.6% | +4.4% |
| All | +1,321.9% | +1,159.7% | +162.2% | +312.5% |
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 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