+2,363.5%
CIEN vs APTV
+194.6%
+2,169.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | 0.0% |
| 7D | -15.2% | +4.8% | -20.0% | -16.8% |
| 30D | -21.5% | +2.0% | -23.5% | -22.3% |
| 3M | -40.1% | -34.2% | -5.8% | -30.7% |
| 6M | -6.6% | -34.7% | +28.1% | +7.5% |
| YTD | +37.3% | -37.0% | +74.2% | +58.7% |
| 1Y | +174.5% | -40.4% | +214.9% | +224.5% |
| 3Y | +562.3% | -54.1% | +616.4% | +732.9% |
| 5Y | +463.9% | -68.0% | +532.0% | +681.2% |
| 10Y | +1,302.4% | -15.5% | +1,317.9% | +982.6% |
| All | +2,363.5% | +194.6% | +2,169.0% | +640.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling