+566.8%
CIEN vs AG
+274.2%
+292.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | -15.2% | +1.0% | -16.2% | -15.4% |
| 30D | -21.5% | +19.2% | -40.7% | -24.3% |
| 3M | -40.1% | +6.2% | -46.2% | -41.2% |
| 6M | -6.6% | -26.7% | +20.1% | -3.3% |
| YTD | +37.3% | +26.1% | +11.1% | +31.3% |
| 1Y | +174.5% | +131.7% | +42.9% | +146.2% |
| All | +566.8% | +274.2% | +292.6% | +442.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling