+123.4%
ADI vs CGNX
+49.8%
+73.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.5% |
| 7D | +4.6% | +3.2% | +1.4% | +3.5% |
| 30D | -1.2% | +6.0% | -7.2% | -3.2% |
| 3M | -7.8% | +3.5% | -11.4% | -9.1% |
| 6M | +19.3% | +26.3% | -6.9% | +10.1% |
| YTD | +40.9% | +79.2% | -38.3% | +11.2% |
| 1Y | +54.5% | +43.8% | +10.7% | +32.2% |
| 3Y | +123.4% | +52.0% | +71.5% | +73.6% |
| All | +123.4% | +49.8% | +73.7% | +73.6% |
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