+332.6%
CIEN vs ADVB
-97.1%
+429.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.0% | -1.2% | +8.5% |
| 7D | +8.7% | +10.5% | -1.7% | +8.5% |
| 30D | -26.9% | -56.0% | +29.1% | -26.3% |
| 3M | -23.6% | -70.1% | +46.5% | -23.0% |
| 6M | -49.1% | -53.7% | +4.6% | -49.5% |
| YTD | +26.6% | -60.3% | +86.9% | +24.0% |
| 1Y | +42.7% | -73.1% | +115.9% | +42.2% |
| All | +332.6% | -97.1% | +429.7% | +405.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling