+1,184.7%
CIEN vs ADM
+100.5%
+1,084.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -9.3% | -1.8% | -7.5% | -8.8% |
| 30D | -39.5% | -13.3% | -26.2% | -37.2% |
| 3M | -29.8% | -13.4% | -16.5% | -27.4% |
| 6M | -50.4% | -9.6% | -40.8% | -49.5% |
| YTD | +16.3% | +23.0% | -6.7% | +6.7% |
| 1Y | +30.4% | +27.4% | +3.0% | +18.0% |
| 3Y | +516.6% | +5.7% | +510.9% | +474.9% |
| 5Y | +349.8% | +22.1% | +327.7% | +272.0% |
| 10Y | +1,184.7% | +106.0% | +1,078.7% | +636.1% |
| All | +1,184.7% | +100.5% | +1,084.2% | +636.1% |
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