-99.8%
AMIX vs BBIO
+99.0%
-198.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -2.6% |
| 7D | -6.3% | -3.9% | -2.4% | -5.2% |
| 30D | -51.9% | -13.4% | -38.5% | -49.8% |
| 3M | -44.9% | +7.6% | -52.5% | -44.8% |
| 6M | -47.9% | -2.4% | -45.5% | -47.2% |
| YTD | -62.0% | -5.2% | -56.8% | -61.5% |
| 1Y | -82.0% | +36.9% | -118.9% | -82.8% |
| All | -99.8% | +99.0% | -198.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling