+520.6%
CIEN vs AMCR
-9.6%
+530.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +5.4% | -5.0% | +10.3% | +7.6% |
| 30D | -13.7% | -8.0% | -5.7% | -10.8% |
| 3M | -23.0% | +14.3% | -37.3% | -28.8% |
| 6M | -0.8% | +5.3% | -6.2% | -4.9% |
| YTD | +43.1% | +7.7% | +35.3% | +34.2% |
| 1Y | +157.6% | +10.8% | +146.8% | +137.3% |
| 3Y | +593.8% | +9.6% | +584.2% | +514.2% |
| 5Y | +520.6% | -10.2% | +530.8% | +528.3% |
| All | +520.6% | -9.6% | +530.2% | +528.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling