+322.7%
ALAB vs BIYA
-99.8%
+422.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.0% |
| 7D | +9.6% | +2.7% | +6.9% | +9.7% |
| 30D | -5.3% | -16.7% | +11.4% | -5.5% |
| 3M | -12.0% | -74.6% | +62.6% | -12.7% |
| 6M | +145.7% | -85.4% | +231.1% | +143.7% |
| YTD | +80.7% | -94.2% | +174.8% | +82.1% |
| 1Y | +40.1% | -98.6% | +138.7% | +48.7% |
| All | +322.7% | -99.8% | +422.5% | +356.6% |
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