+174.5%
CIEN vs AME
+29.8%
+144.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | -0.8% |
| 7D | -15.2% | +0.6% | -15.8% | -15.9% |
| 30D | -21.5% | -6.7% | -14.8% | -14.0% |
| 3M | -40.1% | +4.1% | -44.1% | -42.4% |
| 6M | -6.6% | +1.6% | -8.1% | -8.0% |
| YTD | +37.3% | +16.1% | +21.1% | +21.6% |
| 1Y | +174.5% | +27.3% | +147.2% | +132.8% |
| All | +174.5% | +29.8% | +144.8% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling