+174.5%
CIEN vs ACM
-45.8%
+220.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -15.2% | -3.7% | -11.4% | -14.9% |
| 30D | -21.5% | -11.1% | -10.4% | -19.7% |
| 3M | -40.1% | -8.0% | -32.1% | -39.1% |
| 6M | -6.6% | -29.7% | +23.1% | +3.1% |
| YTD | +37.3% | -29.4% | +66.6% | +50.2% |
| 1Y | +174.5% | -46.4% | +221.0% | +239.3% |
| All | +174.5% | -45.8% | +220.3% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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