+6.7%
AMZN vs CIEN
+49.1%
-42.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.3% | +15.4% | +6.6% |
| 7D | +4.5% | -25.0% | +29.5% | +6.2% |
| 30D | +5.8% | -30.1% | +36.0% | +7.9% |
| 3M | -4.1% | -33.8% | +29.7% | -2.1% |
| 6M | -2.2% | -49.4% | +47.2% | +0.3% |
| YTD | +15.3% | +16.4% | -1.2% | +8.5% |
| 1Y | +6.7% | +48.9% | -42.2% | -6.1% |
| All | +6.7% | +49.1% | -42.4% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling