+1,146.8%
CIEN vs APA
+8.7%
+1,138.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -4.8% |
| 7D | +15.3% | +8.5% | +6.7% | +14.0% |
| 30D | -22.0% | +2.8% | -24.8% | -22.2% |
| 3M | -36.6% | +21.7% | -58.4% | -38.4% |
| 6M | -51.5% | +32.6% | -84.1% | -53.6% |
| YTD | +20.0% | +103.7% | -83.7% | +6.1% |
| 1Y | +44.5% | +101.8% | -57.4% | +27.8% |
| 3Y | +539.0% | +48.1% | +491.0% | +475.0% |
| 5Y | +356.8% | +91.9% | +264.9% | +289.4% |
| All | +1,146.8% | +8.7% | +1,138.1% | +930.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling