+643.8%
AMZN vs CIEN
+1,220.1%
-576.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | +27.4% | -24.6% | -2.9% |
| 30D | +3.4% | -26.6% | +30.0% | +9.6% |
| 3M | +0.1% | -32.0% | +32.0% | +6.6% |
| 6M | +0.6% | -49.1% | +49.7% | +12.4% |
| YTD | +15.9% | +25.7% | -9.8% | -2.3% |
| 1Y | +9.5% | +40.3% | -30.8% | -11.3% |
| 3Y | +86.3% | +566.2% | -479.9% | -10.3% |
| 5Y | +51.7% | +378.7% | -327.0% | -21.5% |
| All | +643.8% | +1,220.1% | -576.3% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling