+48.9%
CIEN vs ACM
-46.6%
+95.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.9% | -12.2% | -9.2% |
| 7D | -25.0% | +9.5% | -34.6% | -25.0% |
| 30D | -30.1% | +14.7% | -44.9% | -30.1% |
| 3M | -33.8% | -9.5% | -24.3% | -32.4% |
| 6M | -49.4% | -18.0% | -31.4% | -46.4% |
| YTD | +16.4% | -27.3% | +43.7% | +26.0% |
| 1Y | +48.9% | -47.0% | +95.9% | +72.0% |
| All | +48.9% | -46.6% | +95.4% | +72.0% |
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