+38,767.3%
ADI vs CGNX
+12,871.6%
+25,895.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | +19.3% | +26.3% | -6.9% | +9.6% |
| YTD | +40.9% | +79.2% | -38.3% | +11.4% |
| 1Y | +54.5% | +43.8% | +10.7% | +30.5% |
| 3Y | +123.4% | +52.0% | +71.5% | +80.0% |
| 5Y | +142.3% | -24.0% | +166.4% | +140.2% |
| 10Y | +664.1% | +189.1% | +475.0% | +370.1% |
| All | +38,767.3% | +12,871.6% | +25,895.7% | +8,077.3% |
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 · 6 months rolling