+57.6%
ADM vs BIYA
-99.9%
+157.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.8% |
| 7D | -1.8% | -4.1% | +2.2% | -1.8% |
| 30D | -13.3% | -35.5% | +22.3% | -13.2% |
| 3M | -13.4% | -56.3% | +42.9% | -13.2% |
| 6M | -9.6% | -88.7% | +79.0% | -9.3% |
| YTD | +23.0% | -97.0% | +120.0% | +22.9% |
| 1Y | +27.4% | -98.7% | +126.1% | +27.8% |
| All | +57.6% | -99.9% | +157.5% | +57.1% |
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