+355.9%
APH vs CIEN
+465.8%
-109.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +5.0% | -15.2% | +20.1% | +10.3% |
| 30D | -3.9% | -21.5% | +17.6% | +3.2% |
| 3M | +13.0% | -40.1% | +53.0% | +31.2% |
| 6M | +25.2% | -6.6% | +31.7% | +20.3% |
| YTD | +22.9% | +37.3% | -14.3% | +1.8% |
| 1Y | +47.8% | +174.5% | -126.7% | -5.3% |
| 3Y | +283.0% | +562.3% | -279.2% | +70.9% |
| All | +355.9% | +465.8% | -109.9% | +113.1% |
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