+7,444.9%
AMAT vs CIEN
+110.7%
+7,334.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.2% | +2.6% |
| 7D | -14.7% | -24.1% | +9.4% | -7.5% |
| 30D | -36.1% | -45.5% | +9.4% | -23.9% |
| 3M | -36.9% | -39.7% | +2.9% | -27.6% |
| 6M | -22.2% | -57.8% | +35.6% | -1.0% |
| YTD | +29.9% | +4.1% | +25.9% | +25.9% |
| 1Y | +43.3% | +20.8% | +22.4% | +32.3% |
| 3Y | +142.7% | +463.1% | -320.5% | +39.7% |
| 5Y | +126.2% | +302.3% | -176.1% | +41.9% |
| 10Y | +1,211.7% | +1,164.4% | +47.4% | +484.2% |
| All | +7,444.9% | +110.7% | +7,334.1% | +2,692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling