+33.5%
CGNX vs AMP
+18.6%
+14.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -8.6% |
| 7D | -9.2% | +7.7% | -16.9% | -9.2% |
| 30D | -17.6% | +6.6% | -24.1% | -17.6% |
| 3M | -25.7% | -4.7% | -21.0% | -25.6% |
| 6M | -5.5% | +12.9% | -18.4% | -5.3% |
| YTD | +48.1% | +8.6% | +39.5% | +46.0% |
| 1Y | +33.5% | +18.2% | +15.3% | +24.4% |
| All | +33.5% | +18.6% | +14.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling