+87.9%
CIEN vs APD
+1,638.0%
-1,550.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | -24.1% | -3.7% | -20.4% | -22.4% |
| 30D | -45.5% | +9.6% | -55.1% | -48.5% |
| 3M | -39.7% | +1.6% | -41.4% | -40.8% |
| 6M | -57.8% | +2.2% | -60.0% | -59.0% |
| YTD | +4.1% | +25.9% | -21.8% | -11.1% |
| 1Y | +20.8% | +20.1% | +0.7% | +5.1% |
| 3Y | +463.1% | +12.4% | +450.7% | +385.3% |
| 5Y | +302.3% | +11.1% | +291.2% | +244.4% |
| 10Y | +1,164.4% | +190.1% | +974.2% | +473.5% |
| All | +87.9% | +1,638.0% | -1,550.0% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling