-44.0%
ACHR vs CGNX
-17.6%
-26.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.1% |
| 7D | -2.3% | +3.2% | -5.4% | -3.9% |
| 30D | -11.3% | +6.0% | -17.3% | -14.6% |
| 3M | +5.3% | +3.5% | +1.7% | +1.6% |
| 6M | -13.2% | +26.3% | -39.5% | -25.2% |
| YTD | -25.8% | +79.2% | -105.0% | -51.3% |
| 1Y | -34.3% | +43.8% | -78.1% | -50.6% |
| 3Y | -19.9% | +52.0% | -71.9% | -46.1% |
| 5Y | -42.7% | -24.0% | -18.6% | -46.6% |
| All | -44.0% | -17.6% | -26.4% | -53.2% |
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 · 6 months rolling