+526.5%
CIEN vs AHR
+356.1%
+170.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.7% |
| 7D | +8.9% | -2.1% | +11.0% | +9.5% |
| 30D | -19.1% | +1.9% | -21.0% | -19.5% |
| 3M | -21.5% | +15.7% | -37.1% | -26.3% |
| 6M | +2.8% | +2.5% | +0.3% | +0.7% |
| YTD | +49.5% | +15.0% | +34.4% | +40.6% |
| 1Y | +163.8% | +28.1% | +135.7% | +137.5% |
| All | +526.5% | +356.1% | +170.4% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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