+16.9%
APA vs CGNX
+49.8%
-32.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.1% |
| 7D | +4.6% | +3.2% | +1.4% | +4.3% |
| 30D | +11.9% | +6.0% | +5.9% | +11.1% |
| 3M | +22.5% | +3.5% | +18.9% | +21.0% |
| 6M | +37.5% | +26.3% | +11.2% | +30.3% |
| YTD | +87.2% | +79.2% | +7.9% | +58.2% |
| 1Y | +101.4% | +43.8% | +57.6% | +81.2% |
| 3Y | +16.9% | +52.0% | -35.0% | -18.8% |
| All | +16.9% | +49.8% | -32.9% | -18.8% |
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