+17.2%
ARM vs CIEN
+31.6%
-14.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.1% |
| 7D | -10.4% | -9.3% | -1.0% | -6.4% |
| 30D | -31.8% | -39.5% | +7.7% | -15.4% |
| 3M | -32.2% | -29.8% | -2.4% | -22.0% |
| 6M | -14.9% | -50.4% | +35.5% | +10.3% |
| YTD | +66.0% | +16.3% | +49.7% | +78.5% |
| 1Y | +17.2% | +30.4% | -13.1% | +21.4% |
| All | +17.2% | +31.6% | -14.4% | +21.4% |
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