+263,909.3%
AMZN vs CIEN
+163.9%
+263,745.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.0% | -15.2% | +12.2% | +0.7% |
| 30D | -5.2% | -21.5% | +16.3% | -0.4% |
| 3M | +1.9% | -40.1% | +41.9% | +12.7% |
| 6M | +19.2% | -6.6% | +25.8% | +15.1% |
| YTD | +12.0% | +37.3% | -25.3% | -3.1% |
| 1Y | +9.7% | +174.5% | -164.9% | -21.1% |
| 3Y | +87.2% | +562.3% | -475.1% | +4.0% |
| 5Y | +48.7% | +463.9% | -415.3% | -15.3% |
| 10Y | +569.3% | +1,302.4% | -733.0% | +184.3% |
| All | +263,909.3% | +163.9% | +263,745.4% | +83,894.9% |
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