-21.3%
CGNX vs ALHC
-29.3%
+8.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +3.6% | -1.0% | +4.5% | +3.7% |
| 30D | -6.8% | -6.3% | -0.5% | -6.2% |
| 3M | -0.1% | -12.3% | +12.2% | -0.1% |
| 6M | +26.2% | -27.0% | +53.2% | +28.0% |
| YTD | +73.7% | -31.8% | +105.5% | +77.0% |
| 1Y | +40.4% | -17.0% | +57.4% | +39.6% |
| 3Y | +46.1% | +159.8% | -113.8% | +18.8% |
| 5Y | -25.6% | -25.1% | -0.5% | -36.6% |
| All | -21.3% | -29.3% | +8.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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