+1,206.6%
CIEN vs ADM
+127.5%
+1,079.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +27.4% | +0.7% | +26.7% | +27.1% |
| 30D | -26.6% | -14.7% | -11.9% | -23.3% |
| 3M | -32.0% | -10.4% | -21.5% | -30.3% |
| 6M | -49.1% | -10.9% | -38.1% | -47.9% |
| YTD | +25.7% | +26.0% | -0.3% | +14.4% |
| 1Y | +40.3% | +26.5% | +13.8% | +27.3% |
| 3Y | +566.2% | +8.2% | +558.0% | +516.5% |
| 5Y | +378.7% | +24.0% | +354.7% | +293.3% |
| All | +1,206.6% | +127.5% | +1,079.1% | +599.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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