+16.6%
ACGL vs BIYA
-99.9%
+116.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.0% |
| 7D | +0.9% | -10.5% | +11.3% | +0.9% |
| 30D | +13.7% | -51.7% | +65.5% | +13.9% |
| 3M | +8.0% | -60.8% | +68.8% | +8.3% |
| 6M | +13.3% | -90.6% | +103.9% | +13.9% |
| YTD | +11.8% | -97.1% | +109.0% | +11.9% |
| 1Y | +22.2% | -99.1% | +121.3% | +22.6% |
| All | +16.6% | -99.9% | +116.5% | +18.2% |
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