+92.9%
CGNX vs ADVB
-88.3%
+181.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +3.0% | -3.8% | +6.7% | +2.9% |
| 30D | -11.8% | +17.6% | -29.4% | -11.7% |
| 3M | -3.6% | +119.1% | -122.7% | -3.1% |
| 6M | +17.4% | +103.4% | -86.0% | +18.2% |
| YTD | +73.7% | +59.8% | +13.9% | +75.1% |
| 1Y | +41.5% | +8.5% | +33.0% | +41.2% |
| All | +92.9% | -88.3% | +181.2% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling