+12.5%
AMC vs BIYA
-99.9%
+112.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.5% | -1.2% |
| 7D | -2.8% | +2.5% | -5.4% | -2.8% |
| 30D | +14.0% | -22.3% | +36.3% | +14.1% |
| 3M | +42.5% | -54.8% | +97.3% | +42.8% |
| 6M | +142.6% | -86.5% | +229.0% | +144.3% |
| YTD | +119.2% | -96.8% | +216.1% | +125.5% |
| 1Y | +40.7% | -98.6% | +139.4% | +46.4% |
| All | +12.5% | -99.9% | +112.4% | +14.6% |
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 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