+188.5%
AFRM vs CGNX
+43.9%
+144.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -8.5% | +1.5% | -10.0% | -9.0% |
| 30D | -11.4% | -1.8% | -9.6% | -11.1% |
| 3M | +8.2% | +5.3% | +3.0% | +4.8% |
| 6M | +36.6% | +22.3% | +14.3% | +24.7% |
| YTD | -8.7% | +72.2% | -80.8% | -34.4% |
| 1Y | -19.9% | +39.8% | -59.7% | -35.2% |
| All | +188.5% | +43.9% | +144.6% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling