+33.5%
CGNX vs ALLY
+4.2%
+29.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.8% | -12.5% | -10.0% |
| 7D | -9.2% | +2.4% | -11.6% | -10.0% |
| 30D | -17.6% | +5.6% | -23.1% | -19.3% |
| 3M | -25.7% | -11.7% | -14.0% | -22.1% |
| 6M | -5.5% | -7.0% | +1.5% | -2.7% |
| YTD | +48.1% | -10.4% | +58.5% | +53.8% |
| 1Y | +33.5% | +2.4% | +31.1% | +27.7% |
| All | +33.5% | +4.2% | +29.3% | +27.7% |
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