+11.3%
APH vs CIEN
+44.7%
-33.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -3.5% |
| 7D | +0.4% | +8.7% | -8.4% | -2.4% |
| 30D | -8.0% | -26.9% | +18.9% | -0.6% |
| 3M | -5.0% | -23.6% | +18.6% | +0.3% |
| 6M | +29.9% | -49.1% | +79.0% | +50.8% |
| YTD | +18.0% | +26.6% | -8.6% | -5.3% |
| 1Y | +11.3% | +42.7% | -31.4% | -15.8% |
| All | +11.3% | +44.7% | -33.4% | -15.8% |
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