+147.9%
CIEN vs ALK
+731.1%
-583.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -15.2% | -0.7% | -14.5% | -15.0% |
| 30D | -21.5% | -19.2% | -2.3% | -15.4% |
| 3M | -40.1% | -1.5% | -38.5% | -40.3% |
| 6M | -6.6% | -13.1% | +6.5% | -3.6% |
| YTD | +37.3% | -16.4% | +53.7% | +42.5% |
| 1Y | +174.5% | -33.1% | +207.6% | +205.7% |
| 3Y | +562.3% | +0.6% | +561.6% | +509.3% |
| 5Y | +463.9% | -26.4% | +490.3% | +465.4% |
| 10Y | +1,302.4% | -34.2% | +1,336.5% | +1,139.5% |
| All | +147.9% | +731.1% | -583.2% | -56.4% |
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