+1,963.5%
ADM vs CGNX
+12,360.6%
-10,397.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.0% | +1.5% | +1.5% | +2.8% |
| 30D | +8.7% | -1.8% | +10.5% | +8.8% |
| 3M | +7.6% | +5.3% | +2.3% | +6.5% |
| 6M | +26.9% | +22.3% | +4.6% | +23.0% |
| YTD | +54.3% | +72.2% | -17.9% | +42.6% |
| 1Y | +45.7% | +39.8% | +5.8% | +37.3% |
| 3Y | +21.9% | +44.8% | -22.9% | +12.6% |
| 5Y | +67.2% | -27.0% | +94.2% | +64.3% |
| 10Y | +177.7% | +177.7% | 0.0% | +131.0% |
| All | +1,963.5% | +12,360.6% | -10,397.1% | +913.4% |
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