+1,431.9%
CIEN vs APTV
-15.8%
+1,447.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.9% |
| 7D | +5.4% | -1.8% | +7.2% | +5.8% |
| 30D | -13.7% | -7.9% | -5.7% | -11.6% |
| 3M | -23.0% | -29.9% | +6.9% | -14.5% |
| 6M | -0.8% | -36.6% | +35.8% | +13.3% |
| YTD | +43.1% | -40.0% | +83.0% | +65.2% |
| 1Y | +157.6% | -44.0% | +201.6% | +205.0% |
| 3Y | +593.8% | -54.5% | +648.3% | +750.0% |
| 5Y | +520.6% | -68.8% | +589.4% | +727.0% |
| All | +1,431.9% | -15.8% | +1,447.7% | +1,280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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