+1,164.8%
CIEN vs AG
+445.6%
+719.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | -15.2% | +1.0% | -16.2% | -15.3% |
| 30D | -21.5% | +19.2% | -40.7% | -23.5% |
| 3M | -40.1% | +6.2% | -46.2% | -40.8% |
| 6M | -6.6% | -26.7% | +20.1% | -3.2% |
| YTD | +37.3% | +26.1% | +11.1% | +31.5% |
| 1Y | +174.5% | +131.7% | +42.9% | +141.9% |
| 3Y | +562.3% | +255.3% | +306.9% | +427.3% |
| 5Y | +463.9% | +61.9% | +402.0% | +379.6% |
| 10Y | +1,302.4% | +72.0% | +1,230.3% | +949.7% |
| All | +1,164.8% | +445.6% | +719.1% | +418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling