+48.9%
CIEN vs AMC
+38.0%
+10.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.3% | -16.6% | -9.4% |
| 7D | -25.0% | +17.7% | -42.8% | -25.3% |
| 30D | -30.1% | +26.2% | -56.3% | -30.4% |
| 3M | -33.8% | +31.3% | -65.1% | -34.2% |
| 6M | -49.4% | +142.8% | -192.2% | -51.3% |
| YTD | +16.4% | +125.6% | -109.2% | +13.1% |
| 1Y | +48.9% | +40.2% | +8.6% | +75.0% |
| All | +48.9% | +38.0% | +10.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling