+1,460.5%
CIEN vs AG
+64.8%
+1,395.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -12.8% | +12.5% | -25.3% | -14.2% |
| 3M | -23.1% | +28.2% | -51.2% | -25.7% |
| 6M | +6.1% | -18.8% | +24.9% | +7.7% |
| YTD | +44.5% | +27.4% | +17.1% | +39.7% |
| 1Y | +176.6% | +132.2% | +44.4% | +152.2% |
| 3Y | +601.0% | +286.9% | +314.1% | +489.8% |
| 5Y | +509.1% | +72.8% | +436.3% | +434.8% |
| 10Y | +1,460.5% | +74.6% | +1,385.9% | +1,183.8% |
| All | +1,460.5% | +64.8% | +1,395.7% | +1,183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling