+765.8%
CIEN vs AVAV
+351.0%
+414.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.5% | -5.0% | +2.9% |
| 7D | -24.1% | -10.6% | -13.5% | -21.7% |
| 30D | -45.5% | -18.8% | -26.7% | -42.4% |
| 3M | -39.7% | -34.1% | -5.6% | -33.5% |
| 6M | -57.8% | -35.3% | -22.5% | -54.5% |
| YTD | +4.1% | -53.4% | +57.5% | +17.3% |
| 1Y | +20.8% | -65.6% | +86.5% | +46.8% |
| 3Y | +463.1% | -5.1% | +468.2% | +394.9% |
| 5Y | +302.3% | +18.5% | +283.8% | +211.7% |
| 10Y | +1,164.4% | +369.8% | +794.5% | +462.4% |
| All | +765.8% | +351.0% | +414.8% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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