+17.9%
CIEN vs AU
+40.8%
-22.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.7% | -16.0% | -15.5% |
| 7D | -34.0% | +4.1% | -38.0% | -35.3% |
| 30D | -48.0% | -5.3% | -42.6% | -46.8% |
| 3M | -43.5% | +0.6% | -44.1% | -44.5% |
| 6M | -57.6% | -0.8% | -56.9% | -59.0% |
| YTD | -1.3% | +7.6% | -8.9% | -11.5% |
| 1Y | +17.9% | +38.2% | -20.4% | -9.2% |
| All | +17.9% | +40.8% | -22.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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