+48.9%
CIEN vs ADP
+20.3%
+28.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.5% | -11.8% | -6.2% |
| 7D | -25.0% | +6.4% | -31.4% | -18.7% |
| 30D | -30.1% | +16.6% | -46.8% | -15.4% |
| 3M | -33.8% | +12.9% | -46.7% | -22.0% |
| 6M | -49.4% | +45.7% | -95.1% | -21.1% |
| YTD | +16.4% | +20.6% | -4.2% | +52.4% |
| 1Y | +48.9% | +20.5% | +28.4% | +93.0% |
| All | +48.9% | +20.3% | +28.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling