+4.1%
ACGL vs BIYA
-99.8%
+103.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | +2.7% | -5.7% | -3.0% |
| 30D | -2.8% | -18.7% | +15.9% | -2.7% |
| 3M | +6.8% | -72.0% | +78.8% | +7.2% |
| 6M | -1.5% | -86.4% | +84.8% | -1.4% |
| YTD | -0.2% | -94.2% | +93.9% | -0.3% |
| 1Y | +5.3% | -98.4% | +103.7% | +5.5% |
| All | +4.1% | -99.8% | +103.8% | +5.3% |
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