+158.2%
AMAT vs CIEN
+348.8%
-190.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -2.5% | -9.3% | +6.9% | +2.2% |
| 30D | -26.5% | -39.5% | +13.0% | -8.0% |
| 3M | -28.6% | -29.8% | +1.2% | -18.2% |
| 6M | -14.2% | -50.4% | +36.1% | +14.1% |
| YTD | +45.5% | +16.3% | +29.1% | +29.2% |
| 1Y | +59.3% | +30.4% | +29.0% | +33.0% |
| 3Y | +153.1% | +516.6% | -363.5% | -10.0% |
| 5Y | +158.2% | +349.8% | -191.6% | +13.9% |
| All | +158.2% | +348.8% | -190.6% | +13.9% |
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 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