+52.0%
CGNX vs ACM
-22.9%
+74.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.8% |
| 7D | +3.2% | -4.6% | +7.7% | +4.5% |
| 30D | +6.0% | +4.1% | +1.9% | +4.3% |
| 3M | +3.5% | -8.3% | +11.8% | +5.6% |
| 6M | +26.3% | -30.1% | +56.3% | +40.0% |
| YTD | +79.2% | -32.6% | +111.8% | +93.5% |
| 1Y | +43.8% | -49.6% | +93.4% | +89.2% |
| 3Y | +52.0% | -23.0% | +75.0% | +44.1% |
| All | +52.0% | -22.9% | +74.8% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling