+1,066.4%
CIEN vs AG
+284.3%
+782.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.0% |
| 7D | +8.7% | -4.0% | +12.8% | +9.5% |
| 30D | -26.9% | -13.1% | -13.8% | -25.4% |
| 3M | -23.6% | -22.0% | -1.6% | -21.0% |
| 6M | -49.1% | -37.3% | -11.8% | -46.0% |
| YTD | +26.6% | -11.2% | +37.8% | +27.4% |
| 1Y | +42.7% | +23.9% | +18.8% | +37.5% |
| 3Y | +570.8% | +225.1% | +345.7% | +444.7% |
| 5Y | +386.4% | +7.7% | +378.7% | +338.7% |
| 10Y | +1,261.7% | +86.9% | +1,174.8% | +911.1% |
| All | +1,066.4% | +284.3% | +782.1% | +401.8% |
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 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