+407.0%
AXP vs CIEN
+1,159.7%
-752.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.7% |
| 7D | -0.1% | +15.3% | -15.4% | -3.2% |
| 30D | +4.4% | -22.0% | +26.4% | +8.5% |
| 3M | -6.4% | -36.6% | +30.2% | +0.3% |
| 6M | +4.2% | -51.5% | +55.6% | +16.1% |
| YTD | -12.4% | +20.0% | -32.3% | -25.8% |
| 1Y | -11.1% | +44.5% | -55.6% | -29.2% |
| 3Y | +114.9% | +539.0% | -424.2% | +2.7% |
| 5Y | +87.4% | +356.8% | -269.4% | -3.7% |
| All | +407.0% | +1,159.7% | -752.7% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling