+121.2%
AMAT vs BIYA
-99.9%
+221.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | -14.7% | -10.5% | -4.2% | -14.8% |
| 30D | -36.1% | -51.7% | +15.6% | -36.5% |
| 3M | -36.9% | -60.8% | +23.9% | -37.2% |
| 6M | -22.2% | -90.6% | +68.4% | -22.8% |
| YTD | +29.9% | -97.1% | +127.1% | +31.7% |
| 1Y | +43.3% | -99.1% | +142.3% | +47.7% |
| All | +121.2% | -99.9% | +221.1% | +132.5% |
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