+1,343.3%
CIEN vs ALLY
+124.8%
+1,218.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | +3.7% | -18.9% | -16.3% |
| 30D | -21.5% | -2.3% | -19.2% | -20.9% |
| 3M | -40.1% | +3.8% | -43.9% | -41.0% |
| 6M | -6.6% | +9.7% | -16.3% | -10.2% |
| YTD | +37.3% | -1.4% | +38.7% | +36.4% |
| 1Y | +174.5% | +8.2% | +166.3% | +163.8% |
| 3Y | +562.3% | +66.5% | +495.8% | +441.7% |
| 5Y | +463.9% | +1.2% | +462.7% | +423.2% |
| 10Y | +1,302.4% | +191.4% | +1,110.9% | +693.5% |
| All | +1,343.3% | +124.8% | +1,218.5% | +819.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling