+33.5%
CGNX vs ACM
-46.6%
+80.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -8.2% |
| 7D | -9.2% | +9.5% | -18.7% | -7.9% |
| 30D | -17.6% | +14.7% | -32.3% | -15.9% |
| 3M | -25.7% | -9.5% | -16.2% | -27.5% |
| 6M | -5.5% | -18.0% | +12.6% | -12.1% |
| YTD | +48.1% | -27.3% | +75.4% | +23.3% |
| 1Y | +33.5% | -47.0% | +80.5% | +12.0% |
| All | +33.5% | -46.6% | +80.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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