+378.2%
AMD vs CGNX
+43.9%
+334.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | +10.4% | +1.5% | +8.9% | +9.7% |
| 30D | +6.2% | -1.8% | +8.0% | +7.1% |
| 3M | +11.3% | +5.3% | +6.1% | +9.9% |
| 6M | +147.8% | +22.3% | +125.5% | +132.5% |
| YTD | +135.2% | +72.2% | +63.0% | +83.3% |
| 1Y | +215.7% | +39.8% | +175.8% | +170.9% |
| All | +378.2% | +43.9% | +334.3% | +301.5% |
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 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