+147.9%
CIEN vs AME
+9,088.6%
-8,940.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | 0.0% |
| 7D | -15.2% | +0.6% | -15.8% | -15.6% |
| 30D | -21.5% | -6.7% | -14.8% | -17.2% |
| 3M | -40.1% | +4.1% | -44.1% | -41.5% |
| 6M | -6.6% | +1.6% | -8.1% | -6.0% |
| YTD | +37.3% | +16.1% | +21.1% | +25.1% |
| 1Y | +174.5% | +27.3% | +147.2% | +133.9% |
| 3Y | +562.3% | +50.9% | +511.4% | +399.1% |
| 5Y | +463.9% | +81.4% | +382.6% | +270.2% |
| 10Y | +1,302.4% | +417.0% | +885.4% | +297.2% |
| All | +147.9% | +9,088.6% | -8,940.7% | -88.0% |
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