+463.1%
CIEN vs ALK
+16.0%
+447.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.8% | +5.3% |
| 7D | -24.1% | +9.0% | -33.2% | -26.7% |
| 30D | -45.5% | -1.6% | -43.8% | -45.4% |
| 3M | -39.7% | -23.2% | -16.5% | -34.6% |
| 6M | -57.8% | -3.9% | -53.9% | -58.0% |
| YTD | +4.1% | -22.6% | +26.7% | +9.8% |
| 1Y | +20.8% | -5.3% | +26.1% | +19.1% |
| 3Y | +463.1% | +18.6% | +444.6% | +439.7% |
| All | +463.1% | +16.0% | +447.2% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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