+48.9%
CIEN vs APO
-5.6%
+54.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.1% | -17.4% | -8.5% |
| 7D | -25.0% | +8.2% | -33.3% | -24.5% |
| 30D | -30.1% | +6.4% | -36.6% | -29.6% |
| 3M | -33.8% | -7.4% | -26.3% | -33.3% |
| 6M | -49.4% | -4.2% | -45.3% | -49.0% |
| YTD | +16.4% | -14.1% | +30.5% | +21.8% |
| 1Y | +48.9% | -4.4% | +53.3% | +52.6% |
| All | +48.9% | -5.6% | +54.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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