-0.8%
CIEN vs AJG
+12.8%
-13.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.5% |
| 7D | +5.4% | -8.5% | +13.9% | -4.5% |
| 30D | -13.7% | -3.8% | -9.9% | -16.8% |
| 3M | -23.0% | +10.8% | -33.8% | -12.6% |
| 6M | -0.8% | +15.6% | -16.4% | +23.7% |
| All | -0.8% | +12.8% | -13.6% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling