+1,188.7%
CIEN vs ALLY
+201.0%
+987.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.7% | +10.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -40.1% | +3.4% | -43.6% | -40.9% |
| 3M | -34.7% | -11.1% | -23.6% | -32.4% |
| 6M | -50.9% | -11.5% | -39.4% | -49.3% |
| YTD | +15.2% | -12.3% | +27.5% | +18.5% |
| 1Y | +35.2% | +1.1% | +34.1% | +32.9% |
| 3Y | +522.6% | +64.8% | +457.8% | +416.8% |
| 5Y | +344.2% | -6.9% | +351.1% | +324.8% |
| 10Y | +1,188.7% | +194.9% | +993.7% | +566.4% |
| All | +1,188.7% | +201.0% | +987.6% | +566.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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