-99.8%
AMIX vs CGNX
+67.6%
-167.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -3.9% |
| 7D | -6.3% | +1.5% | -7.8% | -7.1% |
| 30D | -51.9% | -1.8% | -50.1% | -51.5% |
| 3M | -44.9% | +5.3% | -50.2% | -41.6% |
| 6M | -47.9% | +22.3% | -70.2% | -45.7% |
| YTD | -62.0% | +72.2% | -134.2% | -62.6% |
| 1Y | -82.0% | +39.8% | -121.8% | -81.6% |
| All | -99.8% | +67.6% | -167.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling