+131.0%
AMDL vs CGNX
+53.7%
+77.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.6% | +6.6% |
| 7D | +29.0% | +3.2% | +25.7% | +25.2% |
| 30D | +19.1% | -3.7% | +22.8% | +24.2% |
| 3M | +1.8% | +1.0% | +0.7% | +7.8% |
| 6M | +374.4% | +22.1% | +352.3% | +351.1% |
| YTD | +278.9% | +72.7% | +206.2% | +141.0% |
| 1Y | +510.6% | +40.4% | +470.2% | +380.0% |
| All | +131.0% | +53.7% | +77.2% | +34.5% |
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