+1,720.3%
CIEN vs AMBA
+722.2%
+998.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -12.8% |
| 7D | -34.0% | -14.6% | -19.4% | -30.9% |
| 30D | -48.0% | -18.8% | -29.2% | -44.7% |
| 3M | -43.5% | -32.6% | -10.9% | -37.2% |
| 6M | -57.6% | -25.8% | -31.8% | -55.0% |
| YTD | -1.3% | -22.1% | +20.8% | +2.5% |
| 1Y | +17.9% | -36.2% | +54.1% | +27.9% |
| 3Y | +425.8% | +10.0% | +415.8% | +388.8% |
| 5Y | +281.5% | -71.6% | +353.1% | +330.1% |
| 10Y | +1,099.0% | -4.7% | +1,103.7% | +875.1% |
| All | +1,720.3% | +722.2% | +998.1% | +1,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling