+374.7%
AMDL vs CGNX
+42.4%
+332.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +7.0% |
| 7D | +4.5% | +3.0% | +1.6% | +2.0% |
| 30D | -4.4% | -11.8% | +7.4% | +7.1% |
| 3M | -30.5% | -3.6% | -26.9% | -23.6% |
| 6M | +300.9% | +17.4% | +283.5% | +306.7% |
| YTD | +219.9% | +73.7% | +146.2% | +149.7% |
| 1Y | +374.7% | +41.5% | +333.2% | +421.8% |
| All | +374.7% | +42.4% | +332.3% | +421.8% |
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