-27.0%
CGNX vs ALLY
-2.7%
-24.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.5% | -3.3% | +4.7% | +2.9% |
| 30D | -1.8% | -4.1% | +2.3% | 0.0% |
| 3M | +5.3% | +1.4% | +3.9% | +4.8% |
| 6M | +22.3% | +14.4% | +7.9% | +15.3% |
| YTD | +72.2% | -4.9% | +77.1% | +74.8% |
| 1Y | +39.8% | +5.5% | +34.3% | +35.5% |
| 3Y | +44.8% | +66.0% | -21.2% | +15.4% |
| 5Y | -27.0% | -2.4% | -24.7% | -33.1% |
| All | -27.0% | -2.7% | -24.3% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling