+1,261.7%
CIEN vs APA
+4.1%
+1,257.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +8.3% |
| 7D | +8.7% | +5.1% | +3.7% | +8.1% |
| 30D | -26.9% | +0.3% | -27.2% | -26.9% |
| 3M | -23.6% | +15.6% | -39.3% | -25.2% |
| 6M | -49.1% | +28.9% | -78.0% | -51.2% |
| YTD | +26.6% | +96.6% | -70.0% | +12.6% |
| 1Y | +42.7% | +95.5% | -52.8% | +26.7% |
| 3Y | +570.8% | +41.8% | +529.0% | +507.2% |
| 5Y | +386.4% | +85.4% | +301.0% | +316.6% |
| 10Y | +1,261.7% | +4.5% | +1,257.2% | +1,034.0% |
| All | +1,261.7% | +4.1% | +1,257.6% | +1,034.0% |
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