+41.5%
CGNX vs ALLY
+9.5%
+32.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | +3.0% | +3.7% | -0.7% | +1.1% |
| 30D | -11.8% | -2.3% | -9.6% | -10.9% |
| 3M | -3.6% | +3.8% | -7.4% | -5.1% |
| 6M | +17.4% | +9.7% | +7.7% | +12.3% |
| YTD | +73.7% | -1.4% | +75.2% | +75.8% |
| 1Y | +41.5% | +8.2% | +33.3% | +28.2% |
| All | +41.5% | +9.5% | +32.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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