+409.0%
AG vs CGNX
+1,210.5%
-801.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -4.1% |
| 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% | -28.5% |
| YTD | +17.6% | +79.2% | -61.6% | -2.5% |
| 1Y | +88.6% | +43.8% | +44.8% | +64.8% |
| 3Y | +253.4% | +52.0% | +201.5% | +195.8% |
| 5Y | +62.4% | -24.0% | +86.5% | +59.0% |
| 10Y | +61.2% | +189.1% | -127.8% | -1.7% |
| All | +409.0% | +1,210.5% | -801.6% | +50.2% |
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