+2,503.1%
AMD vs CIEN
+110.7%
+2,392.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.5% | +5.6% | +9.3% |
| 7D | -11.0% | -24.1% | +13.1% | -2.6% |
| 30D | -30.5% | -45.5% | +15.0% | -15.5% |
| 3M | -8.2% | -39.7% | +31.5% | +7.0% |
| 6M | +6.6% | -57.8% | +64.4% | +39.1% |
| YTD | +109.7% | +4.1% | +105.6% | +103.9% |
| 1Y | +88.9% | +20.8% | +68.1% | +74.9% |
| 3Y | +301.8% | +463.1% | -161.3% | +124.8% |
| 5Y | +229.4% | +302.3% | -72.9% | +102.6% |
| 10Y | +6,745.1% | +1,164.4% | +5,580.8% | +2,857.5% |
| All | +2,503.1% | +110.7% | +2,392.4% | +1,036.0% |
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