+692.3%
CGNX vs AMBA
+837.3%
-145.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +3.0% | -11.0% | +13.9% | +6.2% |
| 30D | -11.8% | -23.2% | +11.3% | -5.5% |
| 3M | -3.6% | -12.7% | +9.1% | -1.8% |
| 6M | +17.4% | +11.2% | +6.2% | +10.5% |
| YTD | +73.7% | -11.2% | +85.0% | +72.2% |
| 1Y | +41.5% | -22.5% | +64.1% | +44.1% |
| 3Y | +34.1% | -1.3% | +35.4% | +21.6% |
| 5Y | -27.3% | -54.2% | +26.9% | -26.8% |
| 10Y | +166.6% | -6.1% | +172.7% | +102.1% |
| All | +692.3% | +837.3% | -145.0% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling