+1,188.7%
CIEN vs AMT
+116.9%
+1,071.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.5% | +10.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -40.1% | +3.7% | -43.8% | -40.9% |
| 3M | -34.7% | +10.7% | -45.4% | -36.6% |
| 6M | -50.9% | +9.3% | -60.1% | -52.7% |
| YTD | +15.2% | +10.9% | +4.2% | +9.7% |
| 1Y | +35.2% | +10.5% | +24.6% | +28.9% |
| 3Y | +522.6% | +15.5% | +507.0% | +449.8% |
| 5Y | +344.2% | -20.6% | +364.8% | +352.1% |
| 10Y | +1,188.7% | +124.5% | +1,064.1% | +892.0% |
| All | +1,188.7% | +116.9% | +1,071.8% | +892.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling