+44.5%
CIEN vs ADVB
-72.7%
+117.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.6% | +19.0% | -4.0% |
| 7D | +15.3% | +27.8% | -12.5% | +14.6% |
| 30D | -22.0% | -50.8% | +28.8% | -22.3% |
| 3M | -36.6% | -70.5% | +33.9% | -37.2% |
| 6M | -51.5% | -46.7% | -4.7% | -51.8% |
| YTD | +20.0% | -56.7% | +76.6% | +15.6% |
| 1Y | +44.5% | -71.8% | +116.2% | +44.8% |
| All | +44.5% | -72.7% | +117.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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