-13.7%
AXP vs CIEN
+40.0%
-53.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -2.1% | +27.4% | -29.5% | -2.1% |
| 30D | +2.7% | -26.6% | +29.2% | +2.5% |
| 3M | -7.3% | -32.0% | +24.7% | -7.4% |
| 6M | +1.8% | -49.1% | +50.8% | +1.0% |
| YTD | -13.1% | +25.7% | -38.8% | -16.3% |
| 1Y | -13.7% | +40.3% | -54.0% | -18.4% |
| All | -13.7% | +40.0% | -53.8% | -18.4% |
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