+4.0%
APD vs CGNX
+49.8%
-45.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | -3.3% | +3.2% | -6.4% | -3.5% |
| 30D | -4.2% | +6.0% | -10.2% | -4.8% |
| 3M | +5.4% | +3.5% | +1.9% | +4.7% |
| 6M | +6.3% | +26.3% | -20.0% | +3.2% |
| YTD | +20.3% | +79.2% | -58.9% | +10.9% |
| 1Y | +1.6% | +43.8% | -42.2% | -3.7% |
| 3Y | +4.0% | +52.0% | -47.9% | -12.6% |
| All | +4.0% | +49.8% | -45.8% | -12.6% |
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