+469.1%
CIEN vs ABCL
-79.6%
+548.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -9.3% | +2.3% | -11.6% | -9.4% |
| 30D | -39.5% | -0.7% | -38.8% | -39.1% |
| 3M | -29.8% | +33.4% | -63.2% | -32.7% |
| 6M | -50.4% | +137.8% | -188.1% | -57.5% |
| YTD | +16.3% | +264.3% | -248.0% | -7.5% |
| 1Y | +30.4% | +209.2% | -178.8% | +6.2% |
| 3Y | +516.6% | +208.4% | +308.2% | +377.6% |
| 5Y | +349.8% | -11.9% | +361.6% | +274.0% |
| All | +469.1% | -79.6% | +548.7% | +405.9% |
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