+336.6%
ALAB vs BIYA
-99.8%
+436.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.5% | +9.7% |
| 7D | +7.2% | +1.3% | +5.9% | +7.2% |
| 30D | -2.5% | -21.0% | +18.5% | -2.8% |
| 3M | -13.3% | -74.3% | +61.0% | -14.0% |
| 6M | +172.8% | -84.6% | +257.5% | +170.2% |
| YTD | +86.6% | -94.2% | +180.7% | +88.1% |
| 1Y | +65.2% | -98.2% | +163.4% | +73.2% |
| All | +336.6% | -99.8% | +436.3% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling