-69.2%
AAOX vs CGNX
+28.7%
-97.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | -6.5% |
| 7D | -1.4% | +3.2% | -4.5% | -8.7% |
| 30D | -49.0% | +6.0% | -55.0% | -51.4% |
| 3M | -77.3% | +3.5% | -80.8% | -71.4% |
| All | -69.2% | +28.7% | -97.9% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling