+294.9%
APH vs CIEN
+384.5%
-89.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -3.7% |
| 7D | +0.4% | +8.7% | -8.4% | -2.6% |
| 30D | -8.0% | -26.9% | +18.9% | +0.9% |
| 3M | -5.0% | -23.6% | +18.6% | +1.1% |
| 6M | +29.9% | -49.1% | +79.0% | +55.2% |
| YTD | +18.0% | +26.6% | -8.6% | -1.6% |
| 1Y | +11.3% | +42.7% | -31.4% | -11.5% |
| 3Y | +274.9% | +570.8% | -295.9% | +62.8% |
| All | +294.9% | +384.5% | -89.6% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling