+17.5%
ACGL vs BIYA
-99.9%
+117.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | -1.1% | -7.8% | +6.7% | -1.1% |
| 30D | +13.1% | -38.5% | +51.7% | +13.2% |
| 3M | +9.8% | -59.5% | +69.3% | +10.0% |
| 6M | +15.3% | -89.2% | +104.4% | +15.9% |
| YTD | +12.7% | -97.1% | +109.8% | +12.7% |
| 1Y | +20.7% | -99.0% | +119.7% | +21.0% |
| All | +17.5% | -99.9% | +117.4% | +19.1% |
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