+5.8%
AMCR vs CGNX
+49.8%
-44.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.1% |
| 7D | -6.3% | +3.2% | -9.4% | -6.7% |
| 30D | -7.8% | +6.0% | -13.8% | -8.7% |
| 3M | +7.5% | +3.5% | +4.0% | +6.5% |
| 6M | +2.7% | +26.3% | -23.6% | -1.1% |
| YTD | +6.0% | +79.2% | -73.2% | -3.3% |
| 1Y | +7.8% | +43.8% | -36.0% | +1.1% |
| 3Y | +5.8% | +52.0% | -46.2% | -8.8% |
| All | +5.8% | +49.8% | -44.0% | -8.8% |
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