+262,142.5%
AMZN vs CGNX
+1,209.9%
+260,932.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.5% |
| 7D | -0.7% | +3.2% | -3.8% | -1.8% |
| 30D | -3.9% | +6.0% | -9.9% | -6.3% |
| 3M | +6.3% | +3.5% | +2.8% | +3.6% |
| 6M | +20.8% | +26.3% | -5.5% | +8.8% |
| YTD | +11.2% | +79.2% | -68.0% | -14.9% |
| 1Y | +11.7% | +43.8% | -32.1% | -8.3% |
| 3Y | +79.4% | +52.0% | +27.5% | +37.2% |
| 5Y | +48.0% | -24.0% | +72.1% | +43.0% |
| 10Y | +575.6% | +189.1% | +386.5% | +263.9% |
| All | +262,142.5% | +1,209.9% | +260,932.6% | +55,528.4% |
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