+48.9%
CIEN vs ALC
+4.2%
+44.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.8% | -16.1% | -5.1% |
| 7D | -25.0% | +10.7% | -35.8% | -19.9% |
| 30D | -30.1% | +20.2% | -50.3% | -22.0% |
| 3M | -33.8% | +8.9% | -42.7% | -28.6% |
| 6M | -49.4% | +5.7% | -55.2% | -44.1% |
| YTD | +16.4% | -1.4% | +17.8% | +32.4% |
| 1Y | +48.9% | +4.7% | +44.2% | +65.0% |
| All | +48.9% | +4.2% | +44.7% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling