+0.6%
AGI vs CGNX
+19.2%
-18.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.5% | +14.1% | +4.0% |
| 7D | +7.8% | -19.5% | +27.3% | +8.9% |
| 30D | -5.0% | -28.4% | +23.4% | -3.3% |
| 3M | -0.5% | -32.7% | +32.2% | +1.7% |
| 6M | -19.9% | -19.0% | -0.8% | -18.8% |
| YTD | -19.2% | +32.6% | -51.8% | -18.3% |
| 1Y | +0.6% | +18.0% | -17.4% | +6.3% |
| All | +0.6% | +19.2% | -18.6% | +6.3% |
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