+1,096.6%
CIEN vs AMBA
-0.9%
+1,097.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.1% | -0.7% | +3.6% |
| 7D | -24.1% | -7.2% | -16.9% | -22.1% |
| 30D | -45.5% | -10.4% | -35.1% | -43.2% |
| 3M | -39.7% | -30.1% | -9.6% | -32.7% |
| 6M | -57.8% | -22.4% | -35.4% | -55.5% |
| YTD | +4.1% | -17.3% | +21.4% | +6.5% |
| 1Y | +20.8% | -35.4% | +56.2% | +31.6% |
| 3Y | +463.1% | +18.6% | +444.5% | +404.5% |
| 5Y | +302.3% | -69.8% | +372.1% | +344.9% |
| All | +1,096.6% | -0.9% | +1,097.5% | +793.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling