+40.3%
CIEN vs ALM
+7.9%
+32.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.4% |
| 7D | +27.4% | -4.0% | +31.4% | +29.0% |
| 30D | -26.6% | -30.5% | +3.9% | -17.7% |
| 3M | -32.0% | -46.9% | +14.9% | -18.8% |
| 6M | -49.1% | -65.5% | +16.4% | -33.7% |
| YTD | +25.7% | -13.4% | +39.1% | +36.4% |
| 1Y | +40.3% | +9.8% | +30.5% | +41.3% |
| All | +40.3% | +7.9% | +32.4% | +41.3% |
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