+804.4%
AAOI vs CGNX
+49.8%
+754.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | -1.1% |
| 7D | -0.2% | +3.2% | -3.3% | -2.5% |
| 30D | -23.7% | +6.0% | -29.7% | -26.0% |
| 3M | -39.0% | +3.5% | -42.6% | -38.0% |
| 6M | -17.0% | +26.3% | -43.3% | -26.3% |
| YTD | +202.2% | +79.2% | +123.0% | +82.6% |
| 1Y | +292.4% | +43.8% | +248.6% | +191.6% |
| 3Y | +804.4% | +52.0% | +752.4% | +375.1% |
| All | +804.4% | +49.8% | +754.6% | +375.1% |
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