+186.8%
CIEN vs APD
+5.6%
+181.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.3% |
| 7D | -5.3% | -2.5% | -2.8% | -5.3% |
| 30D | -17.2% | -1.9% | -15.4% | -17.3% |
| 3M | -26.9% | +8.2% | -35.1% | -27.6% |
| 6M | +16.0% | +10.7% | +5.3% | +15.6% |
| YTD | +45.9% | +22.9% | +23.0% | +45.5% |
| 1Y | +186.8% | +5.8% | +181.0% | +190.3% |
| All | +186.8% | +5.6% | +181.2% | +190.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling