+48.9%
CIEN vs AMIX
-92.3%
+141.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -9.2% |
| 7D | -25.0% | -25.1% | +0.1% | -24.8% |
| 30D | -30.1% | -54.5% | +24.4% | -29.6% |
| 3M | -33.8% | -91.7% | +58.0% | -32.3% |
| 6M | -49.4% | -79.4% | +30.0% | -48.5% |
| YTD | +16.4% | -86.1% | +102.5% | +19.5% |
| 1Y | +48.9% | -91.6% | +140.4% | +55.1% |
| All | +48.9% | -92.3% | +141.2% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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