+311.3%
ARM vs CGNX
+46.2%
+265.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | +11.4% | +3.6% | +7.8% | +9.4% |
| 30D | -7.4% | -6.8% | -0.6% | -4.1% |
| 3M | -24.5% | -0.1% | -24.4% | -23.7% |
| 6M | +128.7% | +26.2% | +102.5% | +108.7% |
| YTD | +139.3% | +73.7% | +65.6% | +78.0% |
| 1Y | +88.0% | +40.4% | +47.6% | +56.1% |
| All | +311.3% | +46.2% | +265.0% | +211.6% |
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