+12,160.4%
AMD vs CGNX
+12,469.7%
-309.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +10.0% | +3.6% | +6.5% | +8.7% |
| 30D | +4.6% | -6.8% | +11.5% | +7.4% |
| 3M | +3.1% | -0.1% | +3.3% | +4.0% |
| 6M | +162.8% | +26.2% | +136.6% | +144.9% |
| YTD | +136.2% | +73.7% | +62.5% | +89.8% |
| 1Y | +234.0% | +40.4% | +193.6% | +188.4% |
| 3Y | +376.7% | +46.1% | +330.6% | +296.0% |
| 5Y | +376.3% | -25.6% | +402.0% | +405.2% |
| 10Y | +8,017.8% | +171.3% | +7,846.5% | +5,456.8% |
| All | +12,160.4% | +12,469.7% | -309.3% | +3,214.5% |
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 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