+18,607.0%
AME vs CGNX
+12,360.6%
+6,246.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | -8.6% | -1.8% | -6.8% | -8.4% |
| 3M | +5.8% | +5.3% | +0.5% | +4.5% |
| 6M | +3.8% | +22.3% | -18.5% | -0.4% |
| YTD | +14.4% | +72.2% | -57.7% | +1.6% |
| 1Y | +25.8% | +39.8% | -14.1% | +15.2% |
| 3Y | +55.2% | +44.8% | +10.3% | +38.5% |
| 5Y | +85.5% | -27.0% | +112.6% | +83.5% |
| 10Y | +424.0% | +177.7% | +246.3% | +307.4% |
| All | +18,607.0% | +12,360.6% | +6,246.4% | +8,036.0% |
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