+1,431.9%
CIEN vs APD
+168.7%
+1,263.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +5.4% | -3.5% | +8.9% | +7.1% |
| 30D | -13.7% | -5.1% | -8.6% | -11.7% |
| 3M | -23.0% | +6.9% | -29.9% | -26.2% |
| 6M | -0.8% | +8.1% | -8.9% | -5.5% |
| YTD | +43.1% | +21.2% | +21.8% | +28.0% |
| 1Y | +157.6% | +4.9% | +152.8% | +145.5% |
| 3Y | +593.8% | +6.3% | +587.5% | +536.6% |
| 5Y | +520.6% | +24.3% | +496.3% | +407.6% |
| All | +1,431.9% | +168.7% | +1,263.2% | +610.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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