+1,772.8%
CIEN vs AMP
+1,967.6%
-194.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -5.2% |
| 7D | +15.3% | +3.9% | +11.3% | +13.1% |
| 30D | -22.0% | +5.1% | -27.1% | -24.3% |
| 3M | -36.6% | -8.7% | -28.0% | -34.2% |
| 6M | -51.5% | +11.4% | -62.9% | -55.2% |
| YTD | +20.0% | +7.3% | +12.6% | +10.9% |
| 1Y | +44.5% | +14.6% | +29.9% | +29.0% |
| 3Y | +539.0% | +61.2% | +477.8% | +375.6% |
| 5Y | +356.8% | +81.0% | +275.8% | +213.8% |
| 10Y | +1,190.4% | +468.0% | +722.4% | +320.5% |
| All | +1,772.8% | +1,967.6% | -194.8% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling