+396.9%
APP vs CGNX
-21.0%
+417.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +1.3% |
| 7D | +1.1% | +3.2% | -2.1% | -0.3% |
| 30D | +6.6% | +6.0% | +0.7% | +3.6% |
| 3M | -32.3% | +3.5% | -35.8% | -33.4% |
| 6M | -29.8% | +26.3% | -56.1% | -36.8% |
| YTD | -51.9% | +79.2% | -131.2% | -66.9% |
| 1Y | -43.3% | +43.8% | -87.1% | -56.5% |
| 3Y | +664.1% | +52.0% | +612.1% | +400.3% |
| 5Y | +318.7% | -24.0% | +342.7% | +336.1% |
| All | +396.9% | -21.0% | +417.9% | +361.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling