+477.0%
CIEN vs AMBA
-54.5%
+531.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -15.2% | -11.0% | -4.2% | -11.8% |
| 30D | -21.5% | -23.2% | +1.7% | -14.3% |
| 3M | -40.1% | -12.7% | -27.4% | -38.5% |
| 6M | -6.6% | +11.2% | -17.8% | -12.5% |
| YTD | +37.3% | -11.2% | +48.5% | +35.9% |
| 1Y | +174.5% | -22.5% | +197.1% | +181.4% |
| 3Y | +562.3% | -1.3% | +563.6% | +497.4% |
| All | +477.0% | -54.5% | +531.5% | +438.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling