+859.0%
CIEN vs AG
+294.5%
+564.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.6% | +5.2% |
| 7D | -24.1% | +6.3% | -30.4% | -24.9% |
| 30D | -45.5% | -8.9% | -36.5% | -44.7% |
| 3M | -39.7% | -12.2% | -27.5% | -38.7% |
| 6M | -57.8% | -28.3% | -29.5% | -56.0% |
| YTD | +4.1% | -8.8% | +12.9% | +4.3% |
| 1Y | +20.8% | +39.4% | -18.5% | +14.6% |
| 3Y | +463.1% | +229.4% | +233.7% | +356.2% |
| 5Y | +302.3% | +14.5% | +287.8% | +259.8% |
| 10Y | +1,164.4% | +82.7% | +1,081.7% | +839.0% |
| All | +859.0% | +294.5% | +564.5% | +311.1% |
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