+159.2%
ARMK vs CGNX
-25.4%
+184.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.5% |
| 7D | +3.1% | +3.2% | 0.0% | +2.6% |
| 30D | -2.8% | +6.0% | -8.8% | -3.8% |
| 3M | +7.6% | +3.5% | +4.0% | +6.4% |
| 6M | +47.9% | +26.3% | +21.6% | +40.6% |
| YTD | +60.0% | +79.2% | -19.2% | +38.7% |
| 1Y | +52.2% | +43.8% | +8.4% | +38.1% |
| 3Y | +131.4% | +52.0% | +79.5% | +97.6% |
| All | +159.2% | -25.4% | +184.6% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling