+18,826.9%
AFL vs CGNX
+12,871.6%
+5,955.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | 0.0% |
| 7D | -1.6% | +3.2% | -4.8% | -2.2% |
| 30D | -4.0% | +6.0% | -10.0% | -5.1% |
| 3M | -0.5% | +3.5% | -4.0% | -1.7% |
| 6M | +6.5% | +26.3% | -19.8% | +1.3% |
| YTD | +6.2% | +79.2% | -73.1% | -6.1% |
| 1Y | +8.3% | +43.8% | -35.5% | -1.4% |
| 3Y | +62.5% | +52.0% | +10.6% | +42.1% |
| 5Y | +136.2% | -24.0% | +160.2% | +127.5% |
| 10Y | +301.4% | +189.1% | +112.3% | +195.2% |
| All | +18,826.9% | +12,871.6% | +5,955.3% | +5,549.9% |
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