+1,296.9%
CIEN vs AMBA
-7.1%
+1,303.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -15.2% | -11.0% | -4.2% | -12.2% |
| 30D | -21.5% | -23.2% | +1.7% | -15.3% |
| 3M | -40.1% | -12.7% | -27.4% | -38.6% |
| 6M | -6.6% | +11.2% | -17.8% | -11.4% |
| YTD | +37.3% | -11.2% | +48.5% | +36.6% |
| 1Y | +174.5% | -22.5% | +197.1% | +181.7% |
| 3Y | +562.3% | -1.3% | +563.6% | +512.0% |
| 5Y | +463.9% | -54.2% | +518.1% | +462.1% |
| All | +1,296.9% | -7.1% | +1,303.9% | +947.6% |
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