+220.4%
ALAB vs BIYA
-99.9%
+320.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.4% |
| 7D | +26.9% | +10.0% | +16.9% | +27.0% |
| 30D | -30.0% | -17.7% | -12.3% | -30.1% |
| 3M | -28.5% | -55.0% | +26.5% | -28.9% |
| 6M | +11.4% | -85.1% | +96.6% | +9.7% |
| YTD | +36.9% | -96.9% | +133.8% | +37.6% |
| 1Y | +44.4% | -98.5% | +142.9% | +46.6% |
| All | +220.4% | -99.9% | +320.3% | +245.1% |
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