-80.2%
AMIX vs CGNX
-24.2%
-56.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +4.2% |
| 7D | -9.9% | +4.7% | -14.5% | -18.4% |
| 30D | -52.8% | -12.7% | -40.1% | -42.2% |
| 3M | -80.0% | -18.7% | -61.3% | -77.2% |
| 6M | -80.2% | -21.2% | -59.0% | -57.5% |
| All | -80.2% | -24.2% | -56.0% | -57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling