+391.7%
APP vs CIEN
+470.7%
-79.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | +0.9% | -15.2% | +16.1% | +8.0% |
| 30D | -23.3% | -21.5% | -1.8% | -16.0% |
| 3M | -42.6% | -40.1% | -2.6% | -30.3% |
| 6M | -33.6% | -6.6% | -27.0% | -41.0% |
| YTD | -52.4% | +37.3% | -89.7% | -66.5% |
| 1Y | -35.9% | +174.5% | -210.4% | -70.5% |
| 3Y | +642.2% | +562.3% | +79.9% | +86.2% |
| 5Y | +311.1% | +463.9% | -152.9% | +14.6% |
| All | +391.7% | +470.7% | -79.0% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling