+17.4%
AGI vs CGNX
+42.4%
-25.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +0.6% | +3.0% | -2.4% | +0.4% |
| 30D | +18.2% | -11.8% | +30.1% | +19.4% |
| 3M | -4.1% | -3.6% | -0.5% | -4.2% |
| 6M | -28.7% | +17.4% | -46.1% | -29.3% |
| YTD | -4.0% | +73.7% | -77.7% | -6.5% |
| 1Y | +17.4% | +41.5% | -24.1% | +16.0% |
| All | +17.4% | +42.4% | -25.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling