+160.3%
CIEN vs AME
+27.4%
+132.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.2% |
| 7D | -4.6% | +1.3% | -5.9% | -6.2% |
| 30D | -12.8% | -6.6% | -6.3% | -4.6% |
| 3M | -23.1% | +3.0% | -26.0% | -25.1% |
| 6M | +6.1% | +5.3% | +0.8% | +0.8% |
| YTD | +44.5% | +15.4% | +29.1% | +28.8% |
| All | +160.3% | +27.4% | +132.9% | +122.6% |
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