-67.8%
AMC vs CGNX
+43.9%
-111.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -7.1% | +1.5% | -8.6% | -7.4% |
| 30D | -1.7% | -1.8% | +0.1% | -1.6% |
| 3M | +13.5% | +5.3% | +8.2% | +11.1% |
| 6M | +112.6% | +22.3% | +90.3% | +99.5% |
| YTD | +51.3% | +72.2% | -20.9% | +25.3% |
| 1Y | -14.5% | +39.8% | -54.3% | -24.9% |
| All | -67.8% | +43.9% | -111.7% | -73.0% |
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