+304.6%
CIEN vs AG
+12.9%
+291.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.6% | +5.1% |
| 7D | -24.1% | +6.3% | -30.4% | -25.1% |
| 30D | -45.5% | -8.9% | -36.5% | -44.5% |
| 3M | -39.7% | -12.2% | -27.5% | -38.5% |
| 6M | -57.8% | -28.3% | -29.5% | -55.7% |
| YTD | +4.1% | -8.8% | +12.9% | +5.4% |
| 1Y | +20.8% | +39.4% | -18.5% | +16.2% |
| 3Y | +463.1% | +229.4% | +233.7% | +366.4% |
| All | +304.6% | +12.9% | +291.6% | +273.0% |
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