+369.5%
ALAB vs CGNX
+59.1%
+310.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.4% |
| 7D | -6.2% | +3.2% | -9.3% | -7.6% |
| 30D | -8.7% | +6.0% | -14.7% | -11.1% |
| 3M | -20.7% | +3.5% | -24.3% | -20.4% |
| 6M | +133.5% | +26.3% | +107.2% | +118.9% |
| YTD | +75.1% | +79.2% | -4.2% | +35.1% |
| 1Y | +25.0% | +43.8% | -18.8% | +7.1% |
| All | +369.5% | +59.1% | +310.4% | +217.3% |
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 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