+174.5%
CIEN vs AGI
+17.6%
+156.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | -15.2% | +0.6% | -15.8% | -15.5% |
| 30D | -21.5% | +18.2% | -39.7% | -26.0% |
| 3M | -40.1% | -4.1% | -35.9% | -39.7% |
| 6M | -6.6% | -28.7% | +22.1% | +4.1% |
| YTD | +37.3% | -4.0% | +41.2% | +36.1% |
| 1Y | +174.5% | +17.4% | +157.1% | +151.3% |
| All | +174.5% | +17.6% | +156.9% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling