+253.4%
AG vs CGNX
+49.8%
+203.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -4.0% |
| 7D | -6.7% | +3.2% | -9.9% | -7.6% |
| 30D | +2.2% | +6.0% | -3.8% | +0.3% |
| 3M | +15.7% | +3.5% | +12.2% | +13.9% |
| 6M | -23.8% | +26.3% | -50.1% | -28.1% |
| YTD | +17.6% | +79.2% | -61.6% | -1.3% |
| 1Y | +88.6% | +43.8% | +44.8% | +68.0% |
| 3Y | +253.4% | +52.0% | +201.5% | +192.8% |
| All | +253.4% | +49.8% | +203.7% | +192.8% |
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 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