+19.1%
AA vs BIYA
-99.9%
+119.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.5% | +9.0% | -8.5% | +0.5% |
| 30D | -0.6% | -12.9% | +12.4% | -0.6% |
| 3M | -19.7% | -54.7% | +35.0% | -19.8% |
| 6M | -41.6% | -85.1% | +43.5% | -41.8% |
| YTD | -24.6% | -96.9% | +72.2% | -24.3% |
| 1Y | +4.9% | -98.5% | +103.4% | +7.0% |
| All | +19.1% | -99.9% | +119.0% | +22.8% |
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