+91.7%
CGNX vs ADVB
-89.4%
+181.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.8% | -0.6% |
| 7D | +3.2% | -13.0% | +16.2% | +3.1% |
| 30D | -3.7% | +7.5% | -11.2% | -3.7% |
| 3M | +1.0% | +129.1% | -128.1% | +1.5% |
| 6M | +22.1% | +71.7% | -49.6% | +22.7% |
| YTD | +72.7% | +45.5% | +27.1% | +73.9% |
| 1Y | +40.4% | -2.7% | +43.1% | +40.1% |
| All | +91.7% | -89.4% | +181.1% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling