+506.7%
CIEN vs AG
+65.4%
+441.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.5% |
| 7D | -5.3% | +4.5% | -9.8% | -6.1% |
| 30D | -17.2% | +12.9% | -30.1% | -19.1% |
| 3M | -26.9% | +20.9% | -47.8% | -29.6% |
| 6M | +16.0% | -19.5% | +35.5% | +18.4% |
| YTD | +45.9% | +24.8% | +21.1% | +40.0% |
| 1Y | +186.8% | +120.2% | +66.6% | +156.9% |
| 3Y | +607.8% | +279.0% | +328.8% | +467.0% |
| 5Y | +506.7% | +67.9% | +438.8% | +399.2% |
| All | +506.7% | +65.4% | +441.3% | +399.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling