+43.8%
CGNX vs ABCL
+152.1%
-108.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.7% |
| 7D | +3.2% | -4.7% | +7.9% | +3.7% |
| 30D | +6.0% | +5.2% | +0.8% | +5.2% |
| 3M | +3.5% | +106.6% | -103.1% | -7.7% |
| 6M | +26.3% | +198.4% | -172.1% | +3.9% |
| YTD | +79.2% | +218.4% | -139.2% | +44.6% |
| 1Y | +43.8% | +136.2% | -92.4% | +29.2% |
| All | +43.8% | +152.1% | -108.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling