-25.2%
AFRM vs CGNX
-23.8%
-1.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +3.1% | +3.6% | -0.5% | +0.3% |
| 30D | -4.2% | -6.8% | +2.6% | -0.1% |
| 3M | +10.1% | -0.1% | +10.2% | +6.9% |
| 6M | +39.4% | +26.2% | +13.2% | +11.5% |
| YTD | -3.2% | +73.7% | -76.8% | -51.3% |
| 1Y | -16.1% | +40.4% | -56.5% | -49.3% |
| 3Y | +220.8% | +46.1% | +174.7% | +57.8% |
| 5Y | -17.7% | -25.6% | +8.0% | -0.7% |
| All | -25.2% | -23.8% | -1.4% | -15.8% |
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