+431.6%
CIEN vs AMIX
-100.0%
+531.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.6% |
| 7D | +15.3% | -9.9% | +25.1% | +15.3% |
| 30D | -22.0% | -52.8% | +30.8% | -21.3% |
| 3M | -36.6% | -80.0% | +43.4% | -35.5% |
| 6M | -51.5% | -80.2% | +28.8% | -52.0% |
| YTD | +20.0% | -88.1% | +108.1% | +19.6% |
| 1Y | +44.5% | -91.1% | +135.5% | +44.5% |
| All | +431.6% | -100.0% | +531.6% | +482.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling