+87.9%
CIEN vs ADM
+802.6%
-714.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | -24.1% | -9.0% | -15.1% | -21.4% |
| 30D | -45.5% | -14.0% | -31.5% | -42.5% |
| 3M | -39.7% | -9.2% | -30.6% | -38.2% |
| 6M | -57.8% | -9.2% | -48.6% | -56.8% |
| YTD | +4.1% | +24.2% | -20.1% | -6.8% |
| 1Y | +20.8% | +27.0% | -6.2% | +6.9% |
| 3Y | +463.1% | +6.6% | +456.5% | +407.4% |
| 5Y | +302.3% | +25.0% | +277.3% | +227.4% |
| 10Y | +1,164.4% | +100.2% | +1,064.1% | +708.1% |
| All | +87.9% | +802.6% | -714.7% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling