-37.1%
APP vs CIEN
+30.2%
-67.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.7% | -5.9% | +3.9% |
| 7D | +79.2% | -5.3% | +84.4% | +79.0% |
| 30D | +48.0% | -40.1% | +88.1% | +58.6% |
| 3M | +18.2% | -34.7% | +52.9% | +24.1% |
| 6M | -12.5% | -50.9% | +38.4% | -4.6% |
| YTD | -39.2% | +15.2% | -54.3% | -53.8% |
| All | -37.1% | +30.2% | -67.3% | -54.9% |
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