+128.6%
CIEN vs AME
+9,178.2%
-9,049.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.4% |
| 7D | +8.7% | +1.1% | +7.6% | +8.7% |
| 30D | -26.9% | -4.1% | -22.8% | -23.4% |
| 3M | -23.6% | -6.3% | -17.3% | -18.2% |
| 6M | -49.1% | +3.5% | -52.6% | -49.1% |
| YTD | +26.6% | +17.3% | +9.3% | +16.7% |
| 1Y | +42.7% | +22.0% | +20.7% | +28.2% |
| 3Y | +570.8% | +62.0% | +508.8% | +389.2% |
| 5Y | +386.4% | +78.5% | +307.9% | +228.8% |
| 10Y | +1,261.7% | +441.6% | +820.1% | +279.2% |
| All | +128.6% | +9,178.2% | -9,049.6% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling