-37.8%
AFRM vs CGNX
-28.4%
-9.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -8.5% | +1.5% | -10.0% | -9.5% |
| 30D | -11.4% | -1.8% | -9.6% | -11.0% |
| 3M | +8.2% | +5.3% | +3.0% | +0.9% |
| 6M | +36.6% | +22.3% | +14.3% | +12.2% |
| YTD | -8.7% | +72.2% | -80.8% | -53.8% |
| 1Y | -19.9% | +39.8% | -59.7% | -51.5% |
| 3Y | +202.6% | +44.8% | +157.8% | +48.4% |
| All | -37.8% | -28.4% | -9.4% | -18.1% |
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 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