+5,806.7%
APD vs CGNX
+12,397.0%
-6,590.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -4.6% | +3.2% | -7.8% | -5.1% |
| 30D | -4.2% | -3.7% | -0.5% | -3.8% |
| 3M | +5.0% | +1.0% | +3.9% | +4.3% |
| 6M | +8.9% | +22.1% | -13.1% | +4.6% |
| YTD | +21.9% | +72.7% | -50.8% | +9.6% |
| 1Y | +5.6% | +40.4% | -34.8% | -2.5% |
| 3Y | +6.9% | +45.2% | -38.4% | -4.1% |
| 5Y | +25.3% | -26.7% | +52.0% | +23.0% |
| 10Y | +169.1% | +178.5% | -9.5% | +112.8% |
| All | +5,806.7% | +12,397.0% | -6,590.3% | +2,485.1% |
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