-96.7%
AMIX vs BIYA
-99.9%
+3.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.9% | +9.0% | -18.9% | -9.6% |
| 30D | -52.8% | -12.9% | -39.8% | -53.0% |
| 3M | -80.0% | -54.7% | -25.3% | -80.4% |
| 6M | -80.2% | -85.1% | +4.8% | -80.6% |
| YTD | -88.1% | -96.9% | +8.7% | -88.5% |
| 1Y | -91.1% | -98.5% | +7.5% | -91.2% |
| All | -96.7% | -99.9% | +3.2% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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