+566.8%
CIEN vs APA
+8.0%
+558.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | -15.2% | +0.5% | -15.7% | -15.3% |
| 30D | -21.5% | +23.4% | -44.9% | -24.1% |
| 3M | -40.1% | +12.7% | -52.8% | -41.4% |
| 6M | -6.6% | +39.4% | -46.0% | -14.2% |
| YTD | +37.3% | +79.0% | -41.7% | +17.7% |
| 1Y | +174.5% | +88.8% | +85.7% | +128.9% |
| All | +566.8% | +8.0% | +558.8% | +451.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling