-25.3%
AS vs CGNX
+39.9%
-65.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -3.9% | +1.5% | -5.3% | -4.0% |
| 30D | -19.0% | -1.8% | -17.2% | -19.0% |
| 3M | -18.8% | +5.3% | -24.1% | -19.6% |
| 6M | -21.0% | +22.3% | -43.3% | -22.8% |
| YTD | -26.6% | +72.2% | -98.8% | -30.7% |
| 1Y | -25.3% | +39.8% | -65.2% | -27.5% |
| All | -25.3% | +39.9% | -65.2% | -27.5% |
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