+163.8%
CIEN vs AU
+72.0%
+91.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +8.9% | -4.3% | +13.2% | +10.6% |
| 30D | -19.1% | +7.3% | -26.4% | -22.0% |
| 3M | -21.5% | +26.3% | -47.8% | -30.4% |
| 6M | +2.8% | +1.8% | +1.1% | -1.2% |
| YTD | +49.5% | +26.8% | +22.6% | +29.7% |
| 1Y | +163.8% | +66.7% | +97.1% | +107.7% |
| All | +163.8% | +72.0% | +91.8% | +107.7% |
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