+109.1%
AMDL vs CGNX
+31.4%
+77.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.7% | +10.4% | +9.8% |
| 7D | -30.7% | -9.2% | -21.5% | -24.0% |
| 30D | -43.8% | -17.6% | -26.2% | -32.2% |
| 3M | -24.5% | -25.7% | +1.2% | +0.2% |
| 6M | +44.7% | -5.5% | +50.2% | +77.4% |
| YTD | +204.0% | +48.1% | +155.9% | +183.3% |
| 1Y | +109.1% | +33.5% | +75.6% | +118.2% |
| All | +109.1% | +31.4% | +77.6% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling