+500.0%
APP vs CIEN
+332.7%
+167.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.4% | +7.9% |
| 7D | +71.2% | -24.1% | +95.3% | +85.6% |
| 30D | +39.1% | -45.5% | +84.6% | +71.2% |
| 3M | +16.5% | -39.7% | +56.3% | +33.3% |
| 6M | -16.6% | -57.8% | +41.2% | +8.1% |
| YTD | -41.9% | +4.1% | -46.0% | -57.0% |
| 1Y | -37.0% | +20.8% | -57.9% | -57.6% |
| 3Y | +892.4% | +463.1% | +429.3% | +144.2% |
| 5Y | +297.3% | +302.3% | -5.0% | +19.6% |
| All | +500.0% | +332.7% | +167.3% | +69.1% |
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 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