+2,042.9%
CIEN vs AMP
+2,123.7%
-80.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -15.2% | +0.2% | -15.4% | -15.4% |
| 30D | -21.5% | -0.1% | -21.4% | -21.7% |
| 3M | -40.1% | +23.6% | -63.6% | -47.0% |
| 6M | -6.6% | +20.4% | -26.9% | -16.9% |
| YTD | +37.3% | +15.4% | +21.8% | +23.1% |
| 1Y | +174.5% | +11.0% | +163.6% | +151.0% |
| 3Y | +562.3% | +70.5% | +491.8% | +381.9% |
| 5Y | +463.9% | +121.4% | +342.6% | +250.8% |
| 10Y | +1,302.4% | +575.6% | +726.8% | +314.9% |
| All | +2,042.9% | +2,123.7% | -80.9% | +218.0% |
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