+7,139.5%
AMAT vs CIEN
+99.8%
+7,039.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.2% | +1.6% | -9.1% |
| 7D | -24.3% | -34.0% | +9.7% | -14.4% |
| 30D | -39.8% | -48.0% | +8.2% | -27.3% |
| 3M | -40.2% | -43.5% | +3.4% | -30.1% |
| 6M | -22.1% | -57.6% | +35.5% | -0.9% |
| YTD | +24.7% | -1.3% | +26.0% | +22.7% |
| 1Y | +33.3% | +17.9% | +15.4% | +23.9% |
| 3Y | +133.9% | +425.8% | -291.9% | +37.3% |
| 5Y | +117.1% | +281.5% | -164.4% | +38.3% |
| 10Y | +1,158.7% | +1,099.0% | +59.6% | +469.4% |
| All | +7,139.5% | +99.8% | +7,039.7% | +2,621.1% |
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