+569.7%
CIEN vs ALLY
+63.1%
+506.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | +3.7% | -18.9% | -16.6% |
| 30D | -21.5% | -2.3% | -19.2% | -20.8% |
| 3M | -40.1% | +3.8% | -43.9% | -41.2% |
| 6M | -6.6% | +9.7% | -16.3% | -11.2% |
| YTD | +37.3% | -1.4% | +38.7% | +36.3% |
| 1Y | +174.5% | +8.2% | +166.3% | +160.7% |
| All | +569.7% | +63.1% | +506.6% | +444.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling