+245.8%
AMAT vs CGNX
-27.6%
+273.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +4.2% | +1.5% | +2.7% | +3.4% |
| 30D | -13.5% | -1.8% | -11.7% | -13.2% |
| 3M | -8.6% | +5.3% | -13.8% | -9.9% |
| 6M | +31.6% | +22.3% | +9.3% | +21.4% |
| YTD | +77.3% | +72.2% | +5.1% | +32.6% |
| 1Y | +179.4% | +39.8% | +139.5% | +130.3% |
| 3Y | +215.0% | +44.8% | +170.2% | +138.5% |
| 5Y | +245.8% | -27.0% | +272.8% | +250.2% |
| All | +245.8% | -27.6% | +273.4% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling