+158.3%
CIEN vs AJG
+7,316.3%
-7,157.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +5.4% | -8.5% | +13.9% | +9.1% |
| 30D | -13.7% | -3.8% | -9.9% | -12.8% |
| 3M | -23.0% | +10.8% | -33.8% | -28.1% |
| 6M | -0.8% | +15.6% | -16.4% | -10.4% |
| YTD | +43.1% | -5.1% | +48.2% | +38.5% |
| 1Y | +157.6% | -16.0% | +173.7% | +161.2% |
| 3Y | +593.8% | +9.7% | +584.1% | +502.4% |
| 5Y | +520.6% | +77.8% | +442.8% | +323.9% |
| 10Y | +1,444.6% | +478.2% | +966.4% | +495.1% |
| All | +158.3% | +7,316.3% | -7,157.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling