-21.1%
AMRZ vs CGNX
+120.2%
-141.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.4% |
| 7D | -7.5% | +3.2% | -10.7% | -7.9% |
| 30D | -12.4% | +6.0% | -18.4% | -13.2% |
| 3M | -22.4% | +3.5% | -25.9% | -22.9% |
| 6M | -29.5% | +26.3% | -55.8% | -31.7% |
| YTD | -24.1% | +79.2% | -103.4% | -29.2% |
| 1Y | -26.3% | +43.8% | -70.1% | -29.7% |
| All | -21.1% | +120.2% | -141.3% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling