+2,515.2%
CIEN vs AMCR
+96.6%
+2,418.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.9% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | -17.2% | -6.0% | -11.2% | -15.7% |
| 3M | -26.9% | +18.9% | -45.8% | -31.6% |
| 6M | +16.0% | +5.7% | +10.4% | +12.7% |
| YTD | +45.9% | +11.1% | +34.8% | +38.7% |
| 1Y | +186.8% | +12.7% | +174.1% | +170.8% |
| 3Y | +607.8% | +9.6% | +598.2% | +566.3% |
| 5Y | +506.7% | -10.3% | +517.1% | +510.5% |
| 10Y | +1,438.7% | +16.5% | +1,422.3% | +1,275.4% |
| All | +2,515.2% | +96.6% | +2,418.6% | +2,149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling