+463.3%
CIEN vs ABCL
-79.5%
+542.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.4% | +9.8% |
| 7D | -5.3% | +12.4% | -17.7% | -6.8% |
| 30D | -40.1% | -0.4% | -39.8% | -39.8% |
| 3M | -34.7% | +80.4% | -115.1% | -40.6% |
| 6M | -50.9% | +138.5% | -189.4% | -57.9% |
| YTD | +15.2% | +265.5% | -250.3% | -8.4% |
| 1Y | +35.2% | +219.7% | -184.5% | +9.6% |
| 3Y | +522.6% | +209.4% | +313.2% | +382.0% |
| 5Y | +344.2% | -15.0% | +359.2% | +269.7% |
| All | +463.3% | -79.5% | +542.8% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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