+186.8%
CIEN vs ACM
-47.1%
+233.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | -12.9% | -4.3% | -15.1% |
| 3M | -26.9% | -6.4% | -20.5% | -26.2% |
| 6M | +16.0% | -29.2% | +45.2% | +27.6% |
| YTD | +45.9% | -29.9% | +75.9% | +59.8% |
| 1Y | +186.8% | -47.3% | +234.1% | +255.7% |
| All | +186.8% | -47.1% | +233.9% | +255.7% |
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