-20.2%
AMRZ vs CGNX
+112.1%
-132.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | -4.7% | +3.2% | -7.9% | -5.1% |
| 30D | -11.3% | -3.7% | -7.5% | -10.9% |
| 3M | -22.1% | +1.0% | -23.1% | -22.3% |
| 6M | -29.6% | +22.1% | -51.7% | -31.4% |
| YTD | -23.3% | +72.7% | -96.0% | -28.1% |
| 1Y | -23.7% | +40.4% | -64.1% | -26.9% |
| All | -20.2% | +112.1% | -132.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling