+1,460.5%
CIEN vs ACM
+124.8%
+1,335.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.4% |
| 7D | -4.6% | -3.7% | -0.9% | -3.1% |
| 30D | -12.8% | -12.7% | -0.2% | -8.6% |
| 3M | -23.1% | -9.8% | -13.3% | -21.0% |
| 6M | +6.1% | -31.4% | +37.5% | +23.1% |
| YTD | +44.5% | -32.1% | +76.6% | +66.7% |
| 1Y | +176.6% | -47.8% | +224.4% | +261.1% |
| 3Y | +601.0% | -22.1% | +623.0% | +660.2% |
| 5Y | +509.1% | +1.8% | +507.3% | +483.3% |
| 10Y | +1,460.5% | +132.5% | +1,327.9% | +898.4% |
| All | +1,460.5% | +124.8% | +1,335.7% | +898.4% |
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