-99.8%
AMIX vs CGNX
+69.0%
-168.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.4% | +3.6% | -7.0% | -5.1% |
| 30D | -54.4% | -6.8% | -47.5% | -52.7% |
| 3M | -45.7% | -0.1% | -45.6% | -42.2% |
| 6M | -49.2% | +26.2% | -75.4% | -47.4% |
| YTD | -60.3% | +73.7% | -134.0% | -61.1% |
| 1Y | -81.4% | +40.4% | -121.8% | -81.0% |
| All | -99.8% | +69.0% | -168.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CGNX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling