-99.9%
AMIX vs IBB
+56.1%
-156.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.0% | -0.6% | -0.5% |
| 7D | -25.5% | -3.6% | -21.9% | -22.7% |
| 30D | -56.2% | +3.4% | -59.6% | -57.9% |
| 3M | -87.4% | +9.5% | -96.9% | -88.7% |
| 6M | -80.9% | +23.3% | -104.2% | -83.9% |
| YTD | -86.8% | +24.5% | -111.4% | -89.0% |
| 1Y | -91.3% | +32.9% | -124.2% | -92.9% |
| All | -99.9% | +56.1% | -156.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling