+143,217.0%
AMAT vs CGNX
+12,469.7%
+130,747.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +7.0% | +3.6% | +3.4% | +5.6% |
| 30D | -12.2% | -6.8% | -5.4% | -10.1% |
| 3M | -3.8% | -0.1% | -3.7% | -3.1% |
| 6M | +45.9% | +26.2% | +19.7% | +34.9% |
| YTD | +84.6% | +73.7% | +10.9% | +45.7% |
| 1Y | +193.4% | +40.4% | +153.0% | +149.6% |
| 3Y | +228.1% | +46.1% | +182.0% | +165.8% |
| 5Y | +268.9% | -25.6% | +294.6% | +281.1% |
| 10Y | +1,665.8% | +171.3% | +1,494.4% | +1,041.1% |
| All | +143,217.0% | +12,469.7% | +130,747.3% | +28,148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling