-22.2%
AMAT vs CIEN
-56.8%
+34.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.2% | +1.2% |
| 7D | -14.7% | -24.1% | +9.4% | -1.3% |
| 30D | -36.1% | -45.5% | +9.4% | -12.5% |
| 3M | -36.9% | -39.7% | +2.9% | -19.8% |
| 6M | -22.2% | -57.8% | +35.6% | +15.4% |
| All | -22.2% | -56.8% | +34.6% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling