+43.8%
CGNX vs ALLY
+5.0%
+38.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +3.2% | -3.8% | +7.0% | +5.1% |
| 30D | +6.0% | -4.9% | +10.9% | +8.6% |
| 3M | +3.5% | -2.6% | +6.1% | +5.0% |
| 6M | +26.3% | +15.7% | +10.6% | +18.8% |
| YTD | +79.2% | -5.2% | +84.4% | +84.8% |
| 1Y | +43.8% | +2.8% | +41.0% | +32.5% |
| All | +43.8% | +5.0% | +38.8% | +32.5% |
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