-21.3%
AMRZ vs CGNX
+111.5%
-132.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -8.1% | +1.5% | -9.6% | -8.3% |
| 30D | -14.8% | -1.8% | -13.1% | -14.7% |
| 3M | -19.7% | +5.3% | -25.0% | -20.3% |
| 6M | -30.8% | +22.3% | -53.1% | -32.6% |
| YTD | -24.3% | +72.2% | -96.5% | -29.0% |
| 1Y | -24.0% | +39.8% | -63.9% | -27.2% |
| All | -21.3% | +111.5% | -132.8% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling