+415.6%
CIEN vs AMIX
-99.9%
+515.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.8% | +0.9% |
| 7D | -9.3% | +11.4% | -20.8% | -9.4% |
| 30D | -39.5% | -40.5% | +1.0% | -39.1% |
| 3M | -29.8% | -80.1% | +50.3% | -28.6% |
| 6M | -50.4% | -74.8% | +24.5% | -51.0% |
| YTD | +16.3% | -84.0% | +100.3% | +15.6% |
| 1Y | +30.4% | -89.7% | +120.1% | +30.4% |
| All | +415.6% | -99.9% | +515.6% | +463.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling