+1,137.9%
CIEN vs AMC
-97.5%
+1,235.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +1.0% |
| 7D | -9.3% | +5.5% | -14.8% | -9.5% |
| 30D | -39.5% | +16.1% | -55.6% | -39.8% |
| 3M | -29.8% | +43.0% | -72.8% | -30.8% |
| 6M | -50.4% | +130.7% | -181.0% | -52.3% |
| YTD | +16.3% | +121.8% | -105.4% | +11.5% |
| 1Y | +30.4% | +40.7% | -10.3% | +27.1% |
| 3Y | +516.6% | -56.8% | +573.4% | +514.4% |
| 5Y | +349.8% | -99.1% | +448.8% | +389.2% |
| 10Y | +1,184.7% | -98.7% | +1,283.4% | +1,325.9% |
| All | +1,137.9% | -97.5% | +1,235.4% | +990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling