+976.0%
CGNX vs AMP
+2,112.0%
-1,136.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +6.0% | -1.3% | +7.3% | +6.6% |
| 3M | +3.5% | +24.2% | -20.7% | -7.1% |
| 6M | +26.3% | +24.6% | +1.7% | +12.8% |
| YTD | +79.2% | +14.8% | +64.4% | +64.9% |
| 1Y | +43.8% | +12.8% | +31.0% | +33.8% |
| 3Y | +52.0% | +69.0% | -17.0% | +16.2% |
| 5Y | -24.0% | +124.9% | -148.9% | -49.8% |
| 10Y | +189.1% | +583.5% | -394.4% | +9.0% |
| All | +976.0% | +2,112.0% | -1,136.1% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling