+43.8%
CGNX vs ADVB
-14.7%
+58.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.5% | +11.6% | +3.9% |
| 7D | +3.2% | -12.3% | +15.4% | +2.9% |
| 30D | +6.0% | +7.8% | -1.8% | +6.2% |
| 3M | +3.5% | +104.2% | -100.7% | +7.6% |
| 6M | +26.3% | +58.1% | -31.8% | +30.9% |
| YTD | +79.2% | +40.2% | +39.0% | +85.8% |
| 1Y | +43.8% | -16.1% | +59.9% | +41.2% |
| All | +43.8% | -14.7% | +58.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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