+174.5%
CIEN vs AMIX
-81.0%
+255.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | -15.2% | -13.7% | -1.5% | -15.1% |
| 30D | -21.5% | -62.1% | +40.6% | -20.8% |
| 3M | -40.1% | -46.2% | +6.1% | -38.5% |
| 6M | -6.6% | -46.4% | +39.9% | -4.8% |
| YTD | +37.3% | -60.3% | +97.5% | +42.1% |
| 1Y | +174.5% | -79.7% | +254.2% | +228.5% |
| All | +174.5% | -81.0% | +255.5% | +228.5% |
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