-27.4%
AVTR vs CGNX
+49.8%
-77.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.3% |
| 7D | -1.1% | +3.2% | -4.2% | -1.7% |
| 30D | +6.3% | +6.0% | +0.3% | +4.8% |
| 3M | +53.3% | +3.5% | +49.8% | +50.7% |
| 6M | +78.6% | +26.3% | +52.4% | +66.7% |
| YTD | +29.2% | +79.2% | -50.0% | +6.9% |
| 1Y | +13.8% | +43.8% | -30.0% | +0.5% |
| 3Y | -27.4% | +52.0% | -79.4% | -45.5% |
| All | -27.4% | +49.8% | -77.2% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling