+22.6%
APD vs CGNX
-25.4%
+48.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.4% |
| 7D | -3.3% | +3.2% | -6.4% | -3.7% |
| 30D | -4.2% | +6.0% | -10.2% | -5.1% |
| 3M | +5.4% | +3.5% | +1.9% | +4.3% |
| 6M | +6.3% | +26.3% | -20.0% | +1.3% |
| YTD | +20.3% | +79.2% | -58.9% | +6.3% |
| 1Y | +1.6% | +43.8% | -42.2% | -6.9% |
| 3Y | +4.0% | +52.0% | -47.9% | -11.0% |
| All | +22.6% | -25.4% | +48.1% | +11.4% |
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 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