+124.8%
AXON vs CGNX
+49.8%
+75.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.6% |
| 7D | -7.0% | +3.2% | -10.2% | -7.5% |
| 30D | -20.1% | +6.0% | -26.1% | -21.0% |
| 3M | +7.4% | +3.5% | +3.9% | +6.5% |
| 6M | -7.4% | +26.3% | -33.7% | -11.2% |
| YTD | -15.6% | +79.2% | -94.8% | -25.1% |
| 1Y | -36.2% | +43.8% | -80.0% | -41.1% |
| 3Y | +124.8% | +52.0% | +72.9% | +94.7% |
| All | +124.8% | +49.8% | +75.1% | +94.7% |
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