+259.9%
CGNX vs ALLY
+115.1%
+144.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +3.2% | -1.9% | +5.2% | +4.0% |
| 30D | -3.7% | -4.5% | +0.7% | -1.9% |
| 3M | +1.0% | -2.8% | +3.9% | +2.4% |
| 6M | +22.1% | +10.3% | +11.8% | +17.1% |
| YTD | +72.7% | -5.7% | +78.4% | +75.8% |
| 1Y | +40.4% | +3.9% | +36.4% | +37.2% |
| 3Y | +45.2% | +64.7% | -19.5% | +16.1% |
| 5Y | -26.7% | -2.6% | -24.1% | -31.0% |
| 10Y | +178.5% | +186.0% | -7.5% | +60.9% |
| All | +259.9% | +115.1% | +144.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling