+509.1%
CIEN vs APA
+177.1%
+332.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.4% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -12.8% | +9.3% | -22.1% | -14.2% |
| 3M | -23.1% | +23.3% | -46.4% | -26.2% |
| 6M | +6.1% | +39.5% | -33.4% | -1.9% |
| YTD | +44.5% | +87.6% | -43.1% | +24.6% |
| 1Y | +176.6% | +114.2% | +62.4% | +129.4% |
| 3Y | +601.0% | +13.6% | +587.4% | +526.6% |
| 5Y | +509.1% | +175.6% | +333.5% | +355.1% |
| All | +509.1% | +177.1% | +332.1% | +355.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling