+110.1%
CIEN vs APA
+340.5%
-230.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -9.3% | -5.5% | -3.8% | -7.9% |
| 30D | -39.5% | -1.2% | -38.3% | -39.3% |
| 3M | -29.8% | +10.6% | -40.4% | -31.7% |
| 6M | -50.4% | +28.4% | -78.8% | -53.9% |
| YTD | +16.3% | +89.7% | -73.4% | -4.2% |
| 1Y | +30.4% | +90.6% | -60.2% | +6.8% |
| 3Y | +516.6% | +36.9% | +479.7% | +429.6% |
| 5Y | +349.8% | +83.2% | +266.5% | +238.8% |
| 10Y | +1,184.7% | -0.1% | +1,184.8% | +761.4% |
| All | +110.1% | +340.5% | -230.4% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling