+86.1%
ARM vs CGNX
+42.4%
+43.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +2.8% |
| 7D | +5.5% | +3.0% | +2.5% | +4.1% |
| 30D | -8.2% | -11.8% | +3.7% | -3.1% |
| 3M | -35.9% | -3.6% | -32.3% | -34.3% |
| 6M | +103.1% | +17.4% | +85.7% | +96.5% |
| YTD | +130.6% | +73.7% | +56.9% | +93.4% |
| 1Y | +86.1% | +41.5% | +44.5% | +77.2% |
| All | +86.1% | +42.4% | +43.7% | +77.2% |
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