+20.8%
CIEN vs AMIX
-91.4%
+112.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | -24.1% | -16.0% | -8.1% | -23.9% |
| 30D | -45.5% | -55.4% | +9.9% | -45.0% |
| 3M | -39.7% | -87.5% | +47.8% | -38.6% |
| 6M | -57.8% | -81.2% | +23.4% | -56.8% |
| YTD | +4.1% | -86.8% | +90.9% | +7.4% |
| 1Y | +20.8% | -91.6% | +112.4% | +26.5% |
| All | +20.8% | -91.4% | +112.2% | +26.5% |
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