+98.8%
ADI vs BIYA
-99.9%
+198.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | +9.0% | +0.5% | +9.4% |
| 30D | -1.4% | -12.9% | +11.6% | -1.4% |
| 3M | +4.7% | -54.7% | +59.4% | +5.0% |
| 6M | -7.4% | -85.1% | +77.6% | -7.9% |
| YTD | +48.1% | -96.9% | +144.9% | +49.2% |
| 1Y | +69.6% | -98.5% | +168.2% | +73.5% |
| All | +98.8% | -99.9% | +198.7% | +109.5% |
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