+89.0%
CGNX vs AMBA
-0.9%
+89.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +4.7% | +2.7% | +2.0% | +3.8% |
| 30D | -12.7% | -2.2% | -10.5% | -11.9% |
| 3M | -18.7% | -26.6% | +8.0% | -10.3% |
| 6M | -21.2% | -26.8% | +5.6% | -16.2% |
| YTD | +39.6% | -15.1% | +54.7% | +39.2% |
| 1Y | +35.6% | -32.3% | +67.8% | +44.0% |
| 3Y | +44.7% | +19.8% | +24.9% | +18.4% |
| 5Y | -37.8% | -69.2% | +31.5% | -29.2% |
| All | +89.0% | -0.9% | +89.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling