+133.7%
AFL vs CGNX
-25.4%
+159.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.5% |
| 7D | -1.6% | +3.2% | -4.8% | -1.8% |
| 30D | -4.0% | +6.0% | -10.0% | -4.4% |
| 3M | -0.5% | +3.5% | -4.0% | -1.0% |
| 6M | +6.5% | +26.3% | -19.8% | +4.4% |
| YTD | +6.2% | +79.2% | -73.1% | +0.6% |
| 1Y | +8.3% | +43.8% | -35.5% | +4.3% |
| 3Y | +62.5% | +52.0% | +10.6% | +50.8% |
| All | +133.7% | -25.4% | +159.1% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling