+887.8%
APA vs CGNX
+12,360.6%
-11,472.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | +9.6% | -1.8% | +11.4% | +9.7% |
| 3M | +18.0% | +5.3% | +12.7% | +15.7% |
| 6M | +41.9% | +22.3% | +19.6% | +34.3% |
| YTD | +86.3% | +72.2% | +14.1% | +62.9% |
| 1Y | +97.9% | +39.8% | +58.0% | +78.7% |
| 3Y | +12.8% | +44.8% | -32.0% | -0.6% |
| 5Y | +177.2% | -27.0% | +204.2% | +171.6% |
| 10Y | -3.3% | +177.7% | -181.0% | -21.9% |
| All | +887.8% | +12,360.6% | -11,472.8% | +375.4% |
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