+1,500.5%
CIEN vs AMCR
+14.6%
+1,485.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.1% |
| 7D | +8.9% | -6.3% | +15.2% | +11.7% |
| 30D | -19.1% | -7.8% | -11.3% | -16.5% |
| 3M | -21.5% | +7.5% | -29.0% | -24.9% |
| 6M | +2.8% | +2.7% | +0.1% | +0.1% |
| YTD | +49.5% | +6.0% | +43.4% | +42.1% |
| 1Y | +163.8% | +7.8% | +156.0% | +148.3% |
| 3Y | +615.8% | +5.8% | +610.0% | +564.2% |
| 5Y | +548.4% | -11.6% | +560.0% | +554.3% |
| All | +1,500.5% | +14.6% | +1,485.8% | +1,183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling