+344.2%
CIEN vs APA
+69.9%
+274.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.8% | +10.7% |
| 7D | -5.3% | -8.7% | +3.5% | -3.8% |
| 30D | -40.1% | -2.4% | -37.7% | -39.8% |
| 3M | -34.7% | +19.0% | -53.7% | -36.7% |
| 6M | -50.9% | +26.8% | -77.7% | -53.2% |
| YTD | +15.2% | +87.3% | -72.2% | -0.9% |
| 1Y | +35.2% | +92.3% | -57.1% | +15.1% |
| 3Y | +522.6% | +37.3% | +485.3% | +436.6% |
| 5Y | +344.2% | +73.2% | +271.0% | +284.5% |
| All | +344.2% | +69.9% | +274.4% | +284.5% |
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 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