+355.8%
CIEN vs AMC
-99.2%
+455.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.4% |
| 7D | +15.3% | +3.5% | +11.8% | +15.1% |
| 30D | -22.0% | +12.5% | -34.4% | -22.5% |
| 3M | -36.6% | +23.6% | -60.2% | -37.4% |
| 6M | -51.5% | +144.4% | -195.8% | -54.6% |
| YTD | +20.0% | +108.3% | -88.4% | +12.7% |
| 1Y | +44.5% | +38.9% | +5.6% | +39.1% |
| 3Y | +539.0% | -58.9% | +597.9% | +541.9% |
| All | +355.8% | -99.2% | +455.0% | +391.3% |
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