-98.1%
AMC vs CGNX
+289.6%
-387.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -0.8% | +3.6% | -4.4% | -2.1% |
| 30D | -1.2% | -6.8% | +5.7% | +1.0% |
| 3M | +42.2% | -0.1% | +42.3% | +39.7% |
| 6M | +118.8% | +26.2% | +92.6% | +95.0% |
| YTD | +64.1% | +73.7% | -9.6% | +23.2% |
| 1Y | -9.5% | +40.4% | -49.9% | -26.7% |
| 3Y | -64.3% | +46.1% | -110.4% | -73.1% |
| 5Y | -99.5% | -25.6% | -73.8% | -99.5% |
| 10Y | -98.9% | +171.3% | -270.2% | -99.3% |
| All | -98.1% | +289.6% | -387.8% | -98.9% |
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