+247.2%
AMAT vs CIEN
+465.8%
-218.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.5% | -15.2% | +13.7% | +6.0% |
| 30D | -14.8% | -21.5% | +6.7% | -5.4% |
| 3M | -9.3% | -40.1% | +30.8% | +14.2% |
| 6M | +27.4% | -6.6% | +34.0% | +28.2% |
| YTD | +77.6% | +37.3% | +40.3% | +49.1% |
| 1Y | +188.9% | +174.5% | +14.4% | +75.3% |
| 3Y | +202.3% | +562.3% | -360.0% | +6.9% |
| All | +247.2% | +465.8% | -218.6% | +36.4% |
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 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