+17.7%
ACI vs CGNX
+6.4%
+11.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -7.1% | +1.5% | -8.5% | -7.1% |
| 30D | -4.5% | -1.8% | -2.7% | -4.5% |
| 3M | -22.3% | +5.3% | -27.5% | -22.7% |
| 6M | -28.4% | +22.3% | -50.7% | -29.6% |
| YTD | -29.5% | +72.2% | -101.7% | -32.7% |
| 1Y | -34.2% | +39.8% | -74.1% | -36.4% |
| 3Y | -45.7% | +44.8% | -90.5% | -48.2% |
| 5Y | -40.8% | -27.0% | -13.7% | -43.1% |
| All | +17.7% | +6.4% | +11.3% | +4.0% |
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