+499.5%
AMDL vs CGNX
+45.2%
+454.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +1.1% |
| 7D | +15.9% | +3.2% | +12.8% | +12.7% |
| 30D | +10.5% | +6.0% | +4.5% | +5.8% |
| 3M | -4.7% | +3.5% | -8.3% | -1.9% |
| 6M | +355.2% | +26.3% | +328.9% | +341.7% |
| YTD | +270.9% | +79.2% | +191.6% | +177.5% |
| 1Y | +499.5% | +43.8% | +455.7% | +498.1% |
| All | +499.5% | +45.2% | +454.3% | +498.1% |
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