+203.0%
AMAT vs CIEN
+566.4%
-363.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.5% | -15.2% | +13.7% | +5.6% |
| 30D | -14.8% | -21.5% | +6.7% | -5.9% |
| 3M | -9.3% | -40.1% | +30.8% | +12.2% |
| 6M | +27.4% | -6.6% | +34.0% | +29.3% |
| YTD | +77.6% | +37.3% | +40.3% | +54.0% |
| 1Y | +188.9% | +174.5% | +14.4% | +89.6% |
| All | +203.0% | +566.4% | -363.4% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling