+592.2%
CIEN vs AMP
+64.9%
+527.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -12.8% | -1.0% | -11.8% | -12.6% |
| 3M | -23.1% | +23.2% | -46.3% | -31.0% |
| 6M | +6.1% | +20.4% | -14.3% | -4.3% |
| YTD | +44.5% | +13.6% | +30.9% | +31.7% |
| 1Y | +176.6% | +13.4% | +163.3% | +152.0% |
| All | +592.2% | +64.9% | +527.3% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 3y: compounded portfolio wealth divided by compounded AMP 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…
3y analysis · Full analysis span regression · 6 months rolling