-15.9%
CGNX vs ABCL
-81.3%
+65.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | -11.8% | +93.1% | -104.9% | -22.0% |
| 3M | -3.6% | +79.4% | -83.0% | -14.3% |
| 6M | +17.4% | +214.9% | -197.5% | -6.2% |
| YTD | +73.7% | +234.2% | -160.5% | +35.9% |
| 1Y | +41.5% | +174.8% | -133.2% | +13.7% |
| 3Y | +34.1% | +104.5% | -70.4% | +6.2% |
| 5Y | -27.3% | -39.0% | +11.7% | -35.8% |
| All | -15.9% | -81.3% | +65.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling