-11.6%
AMCR vs CGNX
-25.4%
+13.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.3% |
| 7D | -6.3% | +3.2% | -9.4% | -6.8% |
| 30D | -7.8% | +6.0% | -13.8% | -8.9% |
| 3M | +7.5% | +3.5% | +4.0% | +6.2% |
| 6M | +2.7% | +26.3% | -23.6% | -2.2% |
| YTD | +6.0% | +79.2% | -73.2% | -6.3% |
| 1Y | +7.8% | +43.8% | -36.0% | -1.4% |
| 3Y | +5.8% | +52.0% | -46.2% | -8.3% |
| All | -11.6% | -25.4% | +13.8% | -17.3% |
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 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