+506.7%
CIEN vs ADM
+64.4%
+442.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -17.2% | +11.0% | -28.3% | -18.4% |
| 3M | -26.9% | +6.0% | -32.9% | -27.5% |
| 6M | +16.0% | +26.9% | -10.9% | +12.4% |
| YTD | +45.9% | +50.0% | -4.1% | +38.6% |
| 1Y | +186.8% | +39.6% | +147.2% | +174.6% |
| 3Y | +607.8% | +18.5% | +589.2% | +597.9% |
| 5Y | +506.7% | +62.6% | +444.2% | +453.1% |
| All | +506.7% | +64.4% | +442.3% | +453.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling