+509.1%
CIEN vs AME
+83.9%
+425.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -4.6% | +1.3% | -5.9% | -5.8% |
| 30D | -12.8% | -6.6% | -6.3% | -6.9% |
| 3M | -23.1% | +3.0% | -26.0% | -24.6% |
| 6M | +6.1% | +5.3% | +0.8% | +2.8% |
| YTD | +44.5% | +15.4% | +29.1% | +30.0% |
| 1Y | +176.6% | +26.8% | +149.8% | +130.2% |
| 3Y | +601.0% | +56.5% | +544.4% | +391.7% |
| 5Y | +509.1% | +85.2% | +423.9% | +253.1% |
| All | +509.1% | +83.9% | +425.2% | +253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling