+819.8%
CIEN vs ACM
+250.7%
+569.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +8.1% |
| 7D | -5.3% | +6.9% | -12.2% | -8.2% |
| 30D | -40.1% | +19.1% | -59.2% | -45.2% |
| 3M | -34.7% | -6.9% | -27.8% | -33.6% |
| 6M | -50.9% | -12.0% | -38.8% | -49.4% |
| YTD | +15.2% | -25.1% | +40.3% | +27.6% |
| 1Y | +35.2% | -45.4% | +80.6% | +75.7% |
| 3Y | +522.6% | -6.9% | +529.5% | +516.5% |
| 5Y | +344.2% | +3.7% | +340.5% | +312.0% |
| 10Y | +1,188.7% | +135.8% | +1,052.9% | +598.0% |
| All | +819.8% | +250.7% | +569.2% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling