+171.1%
ADM vs CGNX
+193.6%
-22.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | +2.5% | +3.2% | -0.7% | +1.9% |
| 30D | +9.5% | +6.0% | +3.5% | +8.2% |
| 3M | +10.6% | +3.5% | +7.1% | +9.2% |
| 6M | +24.0% | +26.3% | -2.3% | +17.3% |
| YTD | +54.0% | +79.2% | -25.3% | +34.0% |
| 1Y | +45.3% | +43.8% | +1.5% | +31.2% |
| 3Y | +21.8% | +52.0% | -30.2% | +4.9% |
| 5Y | +66.8% | -24.0% | +90.8% | +63.7% |
| All | +171.1% | +193.6% | -22.5% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling