+607.8%
CIEN vs AME
+55.3%
+552.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -5.3% | +2.8% | -8.1% | -8.0% |
| 30D | -17.2% | -6.3% | -11.0% | -11.4% |
| 3M | -26.9% | +5.4% | -32.3% | -30.2% |
| 6M | +16.0% | +7.4% | +8.6% | +9.9% |
| YTD | +45.9% | +16.2% | +29.8% | +29.7% |
| 1Y | +186.8% | +26.8% | +160.0% | +136.6% |
| 3Y | +607.8% | +57.5% | +550.3% | +395.5% |
| All | +607.8% | +55.3% | +552.5% | +395.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling