+212.0%
ALAB vs BIYA
-99.9%
+311.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +16.3% | +9.0% | +7.3% | +16.4% |
| 30D | -26.1% | -12.9% | -13.2% | -26.2% |
| 3M | -31.3% | -54.7% | +23.4% | -31.6% |
| 6M | -1.0% | -85.1% | +84.1% | -2.6% |
| YTD | +33.3% | -96.9% | +130.2% | +34.0% |
| 1Y | +53.5% | -98.5% | +152.1% | +56.0% |
| All | +212.0% | -99.9% | +311.9% | +236.1% |
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