+272,232.7%
AMZN vs CIEN
+130.7%
+272,102.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.8% |
| 7D | +2.8% | +15.3% | -12.4% | -0.9% |
| 30D | +5.0% | -22.0% | +26.9% | +9.9% |
| 3M | +0.6% | -36.6% | +37.2% | +9.2% |
| 6M | -1.3% | -51.5% | +50.2% | +11.6% |
| YTD | +15.5% | +20.0% | -4.4% | +1.0% |
| 1Y | +12.2% | +44.5% | -32.2% | -6.9% |
| 3Y | +87.0% | +539.0% | -452.0% | +2.4% |
| 5Y | +51.3% | +356.8% | -305.5% | -11.2% |
| 10Y | +621.7% | +1,190.4% | -568.8% | +206.4% |
| All | +272,232.7% | +130.7% | +272,102.0% | +87,443.5% |
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