+176.6%
CIEN vs ALM
+312.4%
-135.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | +0.1% |
| 7D | -4.6% | +3.6% | -8.2% | -5.5% |
| 30D | -12.8% | +33.8% | -46.6% | -19.3% |
| 3M | -23.1% | +14.8% | -37.8% | -27.0% |
| 6M | +6.1% | -7.0% | +13.1% | +2.9% |
| YTD | +44.5% | +108.1% | -63.5% | +27.5% |
| 1Y | +176.6% | +313.8% | -137.2% | +124.3% |
| All | +176.6% | +312.4% | -135.8% | +124.3% |
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