-55.4%
APP vs CIEN
+49.1%
-104.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -9.3% | +20.0% | +12.1% |
| 7D | +4.5% | -25.0% | +29.6% | +9.3% |
| 30D | -3.6% | -30.1% | +26.5% | +1.4% |
| 3M | -35.3% | -33.8% | -1.5% | -31.6% |
| 6M | -42.8% | -49.4% | +6.7% | -37.7% |
| YTD | -59.7% | +16.4% | -76.1% | -69.3% |
| 1Y | -55.4% | +48.9% | -104.2% | -70.1% |
| All | -55.4% | +49.1% | -104.5% | -70.1% |
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 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