+227.2%
AMAT vs CGNX
+44.3%
+182.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +6.9% | +3.2% | +3.7% | +5.5% |
| 30D | -10.1% | -3.7% | -6.4% | -9.0% |
| 3M | -6.0% | +1.0% | -7.0% | -5.5% |
| 6M | +38.6% | +22.1% | +16.6% | +30.6% |
| YTD | +83.1% | +72.7% | +10.4% | +45.9% |
| 1Y | +188.3% | +40.4% | +148.0% | +149.8% |
| All | +227.2% | +44.3% | +182.9% | +163.1% |
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