+48.9%
CIEN vs ALM
+44.8%
+4.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.4% | -9.6% |
| 7D | -25.0% | -6.4% | -18.7% | -23.5% |
| 30D | -30.1% | -35.0% | +4.8% | -21.1% |
| 3M | -33.8% | -33.8% | 0.0% | -26.4% |
| 6M | -49.4% | -55.0% | +5.6% | -39.2% |
| YTD | +16.4% | -0.2% | +16.6% | +22.5% |
| 1Y | +48.9% | +41.8% | +7.1% | +39.2% |
| All | +48.9% | +44.8% | +4.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling