+1,146.8%
CIEN vs ADM
+133.7%
+1,013.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.3% | -5.4% |
| 7D | +15.3% | +4.2% | +11.1% | +13.9% |
| 30D | -22.0% | -12.8% | -9.1% | -19.0% |
| 3M | -36.6% | -8.5% | -28.2% | -35.5% |
| 6M | -51.5% | -10.9% | -40.5% | -50.3% |
| YTD | +20.0% | +29.4% | -9.5% | +8.3% |
| 1Y | +44.5% | +27.5% | +16.9% | +30.9% |
| 3Y | +539.0% | +10.3% | +528.7% | +488.5% |
| 5Y | +356.8% | +27.4% | +329.5% | +272.2% |
| All | +1,146.8% | +133.7% | +1,013.1% | +562.0% |
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