-55.4%
APP vs CGNX
+31.4%
-86.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.7% | +19.4% | +10.5% |
| 7D | +4.5% | -9.2% | +13.7% | +4.4% |
| 30D | -3.6% | -17.6% | +13.9% | -3.9% |
| 3M | -35.3% | -25.7% | -9.5% | -35.6% |
| 6M | -42.8% | -5.5% | -37.3% | -41.0% |
| YTD | -59.7% | +48.1% | -107.8% | -56.5% |
| 1Y | -55.4% | +33.5% | -88.9% | -49.2% |
| All | -55.4% | +31.4% | -86.8% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling