+355.8%
CIEN vs AMT
-15.7%
+371.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.5% | -4.6% |
| 7D | +15.3% | +1.5% | +13.8% | +15.2% |
| 30D | -22.0% | +6.8% | -28.8% | -22.4% |
| 3M | -36.6% | +11.2% | -47.8% | -37.3% |
| 6M | -51.5% | +12.5% | -63.9% | -52.2% |
| YTD | +20.0% | +12.5% | +7.5% | +17.8% |
| 1Y | +44.5% | +10.1% | +34.3% | +42.4% |
| 3Y | +539.0% | +16.0% | +523.0% | +478.6% |
| All | +355.8% | -15.7% | +371.5% | +364.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling