+74.1%
AA vs CGNX
+49.8%
+24.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.7% |
| 7D | -3.4% | +3.2% | -6.6% | -4.6% |
| 30D | -5.8% | +6.0% | -11.8% | -8.2% |
| 3M | -29.9% | +3.5% | -33.4% | -31.8% |
| 6M | -27.0% | +26.3% | -53.3% | -34.7% |
| YTD | -8.7% | +79.2% | -88.0% | -33.8% |
| 1Y | +50.6% | +43.8% | +6.8% | +22.1% |
| 3Y | +74.1% | +52.0% | +22.1% | +19.9% |
| All | +74.1% | +49.8% | +24.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling