+434.0%
CIEN vs AMBA
+10.0%
+424.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -11.4% |
| 7D | -34.0% | -14.6% | -19.4% | -29.2% |
| 30D | -48.0% | -18.8% | -29.2% | -43.0% |
| 3M | -43.5% | -32.6% | -10.9% | -33.8% |
| 6M | -57.6% | -25.8% | -31.8% | -54.0% |
| YTD | -1.3% | -22.1% | +20.8% | +2.7% |
| 1Y | +17.9% | -36.2% | +54.1% | +31.6% |
| All | +434.0% | +10.0% | +424.0% | +341.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling