+120.4%
AS vs CGNX
+74.7%
+45.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.0% |
| 7D | -4.9% | +3.0% | -7.9% | -5.5% |
| 30D | -19.6% | -11.8% | -7.8% | -17.4% |
| 3M | -14.4% | -3.6% | -10.8% | -14.4% |
| 6M | -20.1% | +17.4% | -37.5% | -24.0% |
| YTD | -20.9% | +73.7% | -94.7% | -33.7% |
| 1Y | -21.9% | +41.5% | -63.4% | -30.7% |
| All | +120.4% | +74.7% | +45.7% | +71.0% |
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