+1,460.5%
CIEN vs ADM
+171.4%
+1,289.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | -4.6% | +1.4% | -5.9% | -4.9% |
| 30D | -12.8% | +8.2% | -21.0% | -15.1% |
| 3M | -23.1% | +8.7% | -31.8% | -25.4% |
| 6M | +6.1% | +29.1% | -23.0% | -2.8% |
| YTD | +44.5% | +53.7% | -9.1% | +25.0% |
| 1Y | +176.6% | +43.2% | +133.4% | +143.4% |
| 3Y | +601.0% | +21.4% | +579.5% | +539.1% |
| 5Y | +509.1% | +67.1% | +442.0% | +352.5% |
| 10Y | +1,460.5% | +176.6% | +1,283.9% | +713.3% |
| All | +1,460.5% | +171.4% | +1,289.1% | +713.3% |
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