+386.4%
CIEN vs AMC
-99.1%
+485.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +8.9% |
| 7D | +8.7% | -2.8% | +11.6% | +9.0% |
| 30D | -26.9% | +14.0% | -40.9% | -27.4% |
| 3M | -23.6% | +42.5% | -66.1% | -25.1% |
| 6M | -49.1% | +142.6% | -191.6% | -52.3% |
| YTD | +26.6% | +119.2% | -92.6% | +18.5% |
| 1Y | +42.7% | +40.7% | +2.0% | +37.4% |
| 3Y | +570.8% | -57.3% | +628.1% | +572.4% |
| 5Y | +386.4% | -99.1% | +485.6% | +424.6% |
| All | +386.4% | -99.1% | +485.5% | +424.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling