+813.3%
CIEN vs ALC
+21.6%
+791.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.1% |
| 7D | -5.3% | -3.7% | -1.6% | -4.0% |
| 30D | -17.2% | -3.7% | -13.5% | -16.4% |
| 3M | -26.9% | +4.6% | -31.4% | -29.2% |
| 6M | +16.0% | -14.6% | +30.6% | +21.5% |
| YTD | +45.9% | -11.9% | +57.8% | +50.0% |
| 1Y | +186.8% | -13.1% | +199.9% | +195.5% |
| 3Y | +607.8% | -15.0% | +622.8% | +619.3% |
| 5Y | +506.7% | -16.2% | +522.9% | +506.6% |
| All | +813.3% | +21.6% | +791.7% | +601.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling