+378.5%
APP vs CIEN
+506.7%
-128.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.3% | -9.0% | -5.4% |
| 7D | +0.1% | -5.3% | +5.4% | +2.0% |
| 30D | -10.0% | -17.2% | +7.2% | -4.0% |
| 3M | -44.6% | -26.9% | -17.8% | -38.6% |
| 6M | -37.9% | +16.0% | -53.9% | -50.2% |
| YTD | -53.7% | +45.9% | -99.6% | -68.3% |
| 1Y | -43.0% | +186.8% | -229.8% | -74.2% |
| 3Y | +640.8% | +607.8% | +33.0% | +80.1% |
| 5Y | +358.8% | +506.7% | -147.9% | +23.7% |
| All | +378.5% | +506.7% | -128.2% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling