-12.3%
AMRZ vs CGNX
+31.4%
-43.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.7% | +13.9% | +6.3% |
| 7D | +10.3% | -9.2% | +19.5% | +11.5% |
| 30D | +18.7% | -17.6% | +36.3% | +21.5% |
| 3M | -14.6% | -25.7% | +11.1% | -11.4% |
| 6M | -12.9% | -5.5% | -7.4% | -12.7% |
| YTD | -17.4% | +48.1% | -65.4% | -22.2% |
| 1Y | -12.3% | +33.5% | -45.8% | -14.7% |
| All | -12.3% | +31.4% | -43.7% | -14.7% |
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