+8,589.1%
AMD vs CGNX
+193.6%
+8,395.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +0.1% |
| 7D | +8.1% | +3.2% | +4.9% | +6.1% |
| 30D | +6.9% | +6.0% | +0.9% | +3.3% |
| 3M | +5.7% | +3.5% | +2.1% | +4.2% |
| 6M | +152.0% | +26.3% | +125.7% | +123.7% |
| YTD | +141.0% | +79.2% | +61.8% | +63.6% |
| 1Y | +231.6% | +43.8% | +187.8% | +154.2% |
| 3Y | +390.1% | +52.0% | +338.1% | +237.6% |
| 5Y | +390.6% | -24.0% | +414.7% | +412.5% |
| All | +8,589.1% | +193.6% | +8,395.4% | +3,459.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling