+615.8%
CIEN vs AJG
+8.2%
+607.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +3.9% |
| 7D | +8.9% | -8.3% | +17.2% | +5.0% |
| 30D | -19.1% | -5.7% | -13.4% | -20.8% |
| 3M | -21.5% | +9.1% | -30.6% | -18.7% |
| 6M | +2.8% | +15.2% | -12.4% | +9.2% |
| YTD | +49.5% | -6.3% | +55.8% | +55.5% |
| 1Y | +163.8% | -19.1% | +182.9% | +177.9% |
| 3Y | +615.8% | +8.2% | +607.6% | +615.3% |
| All | +615.8% | +8.2% | +607.6% | +615.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 3y: compounded portfolio wealth divided by compounded AJG 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…
3y analysis · Full analysis span regression · 6 months rolling