+36.0%
AFRM vs BIYA
-99.9%
+135.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.9% |
| 7D | -10.3% | +2.5% | -12.8% | -10.2% |
| 30D | -13.7% | -22.3% | +8.6% | -13.9% |
| 3M | -11.6% | -54.8% | +43.3% | -12.0% |
| 6M | +2.1% | -86.5% | +88.6% | +1.9% |
| YTD | -8.9% | -96.8% | +88.0% | -7.0% |
| 1Y | -9.7% | -98.6% | +88.9% | -7.1% |
| All | +36.0% | -99.9% | +135.8% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling