+1,184.7%
CIEN vs APD
+187.0%
+997.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -9.3% | -0.2% | -9.1% | -9.1% |
| 30D | -39.5% | +11.0% | -50.5% | -42.6% |
| 3M | -29.8% | +1.3% | -31.1% | -30.6% |
| 6M | -50.4% | +6.4% | -56.7% | -52.3% |
| YTD | +16.3% | +28.9% | -12.6% | +0.9% |
| 1Y | +30.4% | +23.2% | +7.1% | +14.8% |
| 3Y | +516.6% | +26.3% | +490.3% | +417.7% |
| 5Y | +349.8% | +12.0% | +337.7% | +294.1% |
| 10Y | +1,184.7% | +183.2% | +1,001.5% | +499.9% |
| All | +1,184.7% | +187.0% | +997.7% | +499.9% |
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