+86.1%
ARM vs CIEN
+179.1%
-93.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | +5.5% | -15.2% | +20.6% | +12.7% |
| 30D | -8.2% | -21.5% | +13.3% | +1.1% |
| 3M | -35.9% | -40.1% | +4.1% | -21.7% |
| 6M | +103.1% | -6.6% | +109.7% | +113.1% |
| YTD | +130.6% | +37.3% | +93.4% | +109.3% |
| 1Y | +86.1% | +174.5% | -88.5% | -16.2% |
| All | +86.1% | +179.1% | -93.1% | -16.2% |
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