+1,146.8%
CIEN vs ACM
+132.6%
+1,014.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.1% | -4.8% |
| 7D | +15.3% | +5.6% | +9.6% | +12.7% |
| 30D | -22.0% | +20.8% | -42.8% | -28.3% |
| 3M | -36.6% | +11.4% | -48.1% | -40.1% |
| 6M | -51.5% | +0.9% | -52.4% | -52.9% |
| YTD | +20.0% | -24.8% | +44.8% | +32.2% |
| 1Y | +44.5% | -46.4% | +90.9% | +87.4% |
| 3Y | +539.0% | -9.2% | +548.3% | +546.1% |
| 5Y | +356.8% | +5.0% | +351.9% | +329.9% |
| All | +1,146.8% | +132.6% | +1,014.2% | +703.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling