+1,090.2%
ATI vs CGNX
+193.6%
+896.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.6% |
| 7D | -5.6% | +3.2% | -8.8% | -6.7% |
| 30D | -13.7% | +6.0% | -19.7% | -15.7% |
| 3M | -0.4% | +3.5% | -3.9% | -2.5% |
| 6M | +26.2% | +26.3% | -0.1% | +14.9% |
| YTD | +73.2% | +79.2% | -6.0% | +34.5% |
| 1Y | +161.6% | +43.8% | +117.8% | +118.7% |
| 3Y | +346.2% | +52.0% | +294.2% | +240.3% |
| 5Y | +1,047.6% | -24.0% | +1,071.7% | +1,012.8% |
| All | +1,090.2% | +193.6% | +896.6% | +370.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling