+1,249.5%
CGNX vs ACM
+228.1%
+1,021.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -6.8% | -12.9% | +6.1% | -1.5% |
| 3M | -0.1% | -6.4% | +6.3% | +1.7% |
| 6M | +26.2% | -29.2% | +55.4% | +45.3% |
| YTD | +73.7% | -29.9% | +103.6% | +95.9% |
| 1Y | +40.4% | -47.3% | +87.7% | +80.9% |
| 3Y | +46.1% | -19.6% | +65.7% | +53.9% |
| 5Y | -25.6% | +5.5% | -31.1% | -31.1% |
| 10Y | +171.3% | +129.7% | +41.6% | +66.1% |
| All | +1,249.5% | +228.1% | +1,021.3% | +530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling