+520.6%
CIEN vs AGI
+389.6%
+131.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.4% |
| 7D | +5.4% | -5.3% | +10.6% | +6.3% |
| 30D | -13.7% | +6.8% | -20.4% | -14.9% |
| 3M | -23.0% | +8.3% | -31.3% | -24.9% |
| 6M | -0.8% | -29.2% | +28.4% | +4.1% |
| YTD | +43.1% | -7.3% | +50.3% | +43.9% |
| 1Y | +157.6% | +8.0% | +149.6% | +153.8% |
| 3Y | +593.8% | +206.6% | +387.3% | +489.6% |
| 5Y | +520.6% | +398.1% | +122.4% | +406.0% |
| All | +520.6% | +389.6% | +131.0% | +406.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling