+48.9%
CIEN vs APA
+107.6%
-58.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.9% | -2.4% | -10.6% |
| 7D | -25.0% | -13.0% | -12.1% | -27.2% |
| 30D | -30.1% | +2.0% | -32.1% | -29.1% |
| 3M | -33.8% | +24.9% | -58.7% | -28.6% |
| 6M | -49.4% | +7.2% | -56.6% | -47.7% |
| YTD | +16.4% | +87.1% | -70.7% | +46.0% |
| 1Y | +48.9% | +107.2% | -58.3% | +85.5% |
| All | +48.9% | +107.6% | -58.8% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling