+543.5%
CIEN vs AUR
-35.1%
+578.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.3% |
| 7D | +8.9% | +1.4% | +7.5% | +8.7% |
| 30D | -19.1% | -6.4% | -12.7% | -18.5% |
| 3M | -21.5% | +7.7% | -29.2% | -22.5% |
| 6M | +2.8% | +44.5% | -41.7% | -2.5% |
| YTD | +49.5% | +67.4% | -18.0% | +38.7% |
| 1Y | +163.8% | +15.4% | +148.4% | +155.3% |
| 3Y | +615.8% | +94.8% | +521.0% | +510.0% |
| All | +543.5% | -35.1% | +578.5% | +435.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling