+110.1%
CIEN vs ALK
+721.2%
-611.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -9.3% | +12.9% | -22.3% | -13.3% |
| 30D | -39.5% | +5.5% | -45.0% | -41.2% |
| 3M | -29.8% | -12.1% | -17.7% | -27.2% |
| 6M | -50.4% | +1.7% | -52.1% | -51.8% |
| YTD | +16.3% | -17.4% | +33.8% | +20.3% |
| 1Y | +30.4% | -1.9% | +32.3% | +26.5% |
| 3Y | +516.6% | +21.2% | +495.3% | +426.9% |
| 5Y | +349.8% | -27.8% | +377.6% | +352.4% |
| 10Y | +1,184.7% | -41.0% | +1,225.7% | +1,078.5% |
| All | +110.1% | +721.2% | -611.1% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling