+228.9%
ARM vs CIEN
+454.9%
-226.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.7% | +1.9% |
| 7D | -15.2% | -24.1% | +8.9% | -2.3% |
| 30D | -40.7% | -45.5% | +4.8% | -19.2% |
| 3M | -39.1% | -39.7% | +0.6% | -22.5% |
| 6M | -26.4% | -57.8% | +31.4% | +11.1% |
| YTD | +59.7% | +4.1% | +55.7% | +45.4% |
| 1Y | +10.3% | +20.8% | -10.5% | -9.8% |
| 3Y | +228.9% | +463.1% | -234.3% | -1.6% |
| All | +228.9% | +454.9% | -226.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling