+750.5%
AU vs CGNX
+1,993.8%
-1,243.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.1% |
| 7D | -4.3% | +3.2% | -7.4% | -4.6% |
| 30D | +7.3% | +6.0% | +1.3% | +6.5% |
| 3M | +26.3% | +3.5% | +22.8% | +25.4% |
| 6M | +1.8% | +26.3% | -24.5% | -0.8% |
| YTD | +26.8% | +79.2% | -52.4% | +18.1% |
| 1Y | +66.7% | +43.8% | +22.9% | +58.3% |
| 3Y | +579.1% | +52.0% | +527.1% | +530.7% |
| 5Y | +689.3% | -24.0% | +713.4% | +677.1% |
| 10Y | +686.6% | +189.1% | +497.5% | +557.5% |
| All | +750.5% | +1,993.8% | -1,243.3% | +588.1% |
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 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