+493.9%
CIEN vs AMDL
+145.7%
+348.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -3.9% |
| 7D | +27.4% | +103.5% | -76.2% | +4.0% |
| 30D | -26.6% | -18.3% | -8.3% | -24.8% |
| 3M | -32.0% | +20.1% | -52.0% | -37.2% |
| 6M | -49.1% | +15.9% | -65.0% | -54.2% |
| YTD | +25.7% | +303.0% | -277.3% | -20.4% |
| 1Y | +40.3% | +164.0% | -123.7% | -3.4% |
| All | +493.9% | +145.7% | +348.3% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling