-26.7%
CGNX vs AMBA
-50.1%
+23.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.4% | -9.0% | -3.2% |
| 7D | +3.2% | +2.5% | +0.7% | +2.2% |
| 30D | -3.7% | -16.1% | +12.4% | +1.4% |
| 3M | +1.0% | +4.6% | -3.6% | -2.6% |
| 6M | +22.1% | +29.2% | -7.1% | +7.9% |
| YTD | +72.7% | -2.9% | +75.6% | +65.1% |
| 1Y | +40.4% | -18.7% | +59.1% | +40.1% |
| 3Y | +45.2% | +14.9% | +30.4% | +21.0% |
| 5Y | -26.7% | -53.0% | +26.3% | -34.6% |
| All | -26.7% | -50.1% | +23.5% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling