+163.8%
CIEN vs AGI
+9.2%
+154.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +8.9% | -2.7% | +11.6% | +9.8% |
| 30D | -19.1% | +7.2% | -26.3% | -21.3% |
| 3M | -21.5% | +4.3% | -25.7% | -24.0% |
| 6M | +2.8% | -27.1% | +29.9% | +13.1% |
| YTD | +49.5% | -6.6% | +56.1% | +49.4% |
| 1Y | +163.8% | +9.5% | +154.3% | +144.5% |
| All | +163.8% | +9.2% | +154.6% | +144.5% |
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