+1,616.4%
AMAT vs CGNX
+193.6%
+1,422.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.7% |
| 7D | +0.4% | +3.2% | -2.8% | -1.4% |
| 30D | -16.6% | +6.0% | -22.6% | -19.7% |
| 3M | -17.3% | +3.5% | -20.9% | -18.4% |
| 6M | +30.3% | +26.3% | +4.0% | +15.8% |
| YTD | +78.3% | +79.2% | -1.0% | +22.8% |
| 1Y | +169.8% | +43.8% | +126.0% | +108.4% |
| 3Y | +218.5% | +52.0% | +166.6% | +121.3% |
| 5Y | +247.7% | -24.0% | +271.7% | +256.9% |
| All | +1,616.4% | +193.6% | +1,422.8% | +769.2% |
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 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