-16.6%
APP vs CIEN
-56.8%
+40.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.4% | +10.1% |
| 7D | +71.2% | -24.1% | +95.3% | +72.1% |
| 30D | +39.1% | -45.5% | +84.6% | +42.9% |
| 3M | +16.5% | -39.7% | +56.3% | +19.2% |
| 6M | -16.6% | -57.8% | +41.2% | -15.0% |
| All | -16.6% | -56.8% | +40.2% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling