+48.9%
CIEN vs AUR
-17.4%
+66.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.8% | -7.6% |
| 7D | -25.0% | -19.8% | -5.2% | -18.7% |
| 30D | -30.1% | -29.0% | -1.1% | -20.7% |
| 3M | -33.8% | -43.6% | +9.8% | -19.2% |
| 6M | -49.4% | -36.6% | -12.8% | -41.1% |
| YTD | +16.4% | +6.3% | +10.2% | +12.7% |
| 1Y | +48.9% | -9.0% | +57.9% | +49.6% |
| All | +48.9% | -17.4% | +66.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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