+477.0%
CIEN vs APD
+27.6%
+449.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -15.2% | -2.2% | -13.0% | -14.4% |
| 30D | -21.5% | +2.1% | -23.6% | -22.2% |
| 3M | -40.1% | +7.2% | -47.2% | -42.1% |
| 6M | -6.6% | +11.2% | -17.8% | -11.0% |
| YTD | +37.3% | +24.4% | +12.9% | +24.5% |
| 1Y | +174.5% | +6.7% | +167.9% | +163.7% |
| 3Y | +562.3% | +9.2% | +553.0% | +523.0% |
| All | +477.0% | +27.6% | +449.5% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling