+367.9%
APP vs CGNX
-23.9%
+391.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.4% | +3.2% | -7.6% | -5.7% |
| 30D | -10.0% | -3.7% | -6.3% | -8.8% |
| 3M | -41.4% | +1.0% | -42.5% | -41.8% |
| 6M | -41.0% | +22.1% | -63.1% | -46.1% |
| YTD | -54.7% | +72.7% | -127.4% | -68.4% |
| 1Y | -45.3% | +40.4% | -85.7% | -57.7% |
| 3Y | +624.3% | +45.2% | +579.0% | +385.1% |
| 5Y | +329.1% | -26.7% | +355.8% | +353.6% |
| All | +367.9% | -23.9% | +391.8% | +341.6% |
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 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