+337.4%
AGI vs CGNX
+193.6%
+143.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.3% |
| 7D | -2.7% | +3.2% | -5.9% | -3.0% |
| 30D | +7.2% | +6.0% | +1.2% | +6.6% |
| 3M | +4.3% | +3.5% | +0.7% | +3.6% |
| 6M | -27.1% | +26.3% | -53.4% | -28.6% |
| YTD | -6.6% | +79.2% | -85.8% | -11.9% |
| 1Y | +9.5% | +43.8% | -34.3% | +5.2% |
| 3Y | +208.4% | +52.0% | +156.5% | +190.4% |
| 5Y | +401.6% | -24.0% | +425.7% | +391.0% |
| All | +337.4% | +193.6% | +143.8% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling