+477.0%
CIEN vs AMT
-31.6%
+508.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -21.5% | +4.6% | -26.1% | -21.8% |
| 3M | -40.1% | -8.4% | -31.6% | -39.5% |
| 6M | -6.6% | -6.0% | -0.5% | -6.0% |
| YTD | +37.3% | +2.1% | +35.1% | +35.9% |
| 1Y | +174.5% | -6.4% | +180.9% | +175.8% |
| 3Y | +562.3% | +8.1% | +554.2% | +498.6% |
| All | +477.0% | -31.6% | +508.6% | +489.2% |
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