+760.4%
CIEN vs AGI
+5,459.2%
-4,698.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -15.2% | +0.6% | -15.8% | -15.3% |
| 30D | -21.5% | +18.2% | -39.7% | -22.7% |
| 3M | -40.1% | -4.1% | -35.9% | -40.1% |
| 6M | -6.6% | -28.7% | +22.1% | -4.2% |
| YTD | +37.3% | -4.0% | +41.2% | +37.0% |
| 1Y | +174.5% | +17.4% | +157.1% | +169.7% |
| 3Y | +562.3% | +203.0% | +359.2% | +499.2% |
| 5Y | +463.9% | +376.7% | +87.3% | +388.2% |
| 10Y | +1,302.4% | +407.5% | +894.9% | +1,052.7% |
| All | +760.4% | +5,459.2% | -4,698.8% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling