+52.0%
CGNX vs AMP
+66.7%
-14.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +6.0% | -1.3% | +7.3% | +6.6% |
| 3M | +3.5% | +24.2% | -20.7% | -8.5% |
| 6M | +26.3% | +24.6% | +1.7% | +10.8% |
| YTD | +79.2% | +14.8% | +64.4% | +62.8% |
| 1Y | +43.8% | +12.8% | +31.0% | +32.5% |
| 3Y | +52.0% | +69.0% | -17.0% | +0.7% |
| All | +52.0% | +66.7% | -14.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling