-99.5%
AMC vs CGNX
-25.4%
-74.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.6% |
| 7D | -7.2% | +3.2% | -10.3% | -8.3% |
| 30D | -2.8% | +6.0% | -8.8% | -5.6% |
| 3M | +7.9% | +3.5% | +4.4% | +4.3% |
| 6M | +119.6% | +26.3% | +93.4% | +92.5% |
| YTD | +57.7% | +79.2% | -21.6% | +10.2% |
| 1Y | -12.1% | +43.8% | -55.9% | -32.1% |
| 3Y | -66.5% | +52.0% | -118.4% | -77.1% |
| All | -99.5% | -25.4% | -74.1% | -99.5% |
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