+29.0%
CIEN vs ADVB
-74.4%
+103.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +10.6% |
| 7D | -5.3% | -1.2% | -4.1% | -5.2% |
| 30D | -40.1% | -61.4% | +21.3% | -40.1% |
| 3M | -34.7% | -67.8% | +33.1% | -34.7% |
| 6M | -50.9% | -66.9% | +16.0% | -50.9% |
| YTD | +15.2% | -64.9% | +80.1% | +11.5% |
| All | +29.0% | -74.4% | +103.4% | +31.0% |
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