+18.8%
ACGL vs BIYA
-99.9%
+118.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -1.2% | +10.0% | -11.2% | -1.2% |
| 30D | +12.8% | -17.7% | +30.5% | +12.8% |
| 3M | +12.3% | -55.0% | +67.3% | +12.5% |
| 6M | +15.8% | -85.1% | +101.0% | +16.4% |
| YTD | +13.9% | -96.9% | +110.8% | +13.9% |
| 1Y | +19.0% | -98.5% | +117.5% | +19.2% |
| All | +18.8% | -99.9% | +118.6% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling