-2.0%
AMCR vs BIYA
-99.8%
+97.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -6.3% | -1.8% | -4.5% | -6.3% |
| 30D | -7.8% | -17.5% | +9.7% | -7.9% |
| 3M | +7.5% | -78.0% | +85.6% | +7.2% |
| 6M | +2.7% | -89.5% | +92.2% | +3.1% |
| YTD | +6.0% | -94.3% | +100.3% | +6.0% |
| 1Y | +7.8% | -98.6% | +106.4% | +9.0% |
| All | -2.0% | -99.8% | +97.7% | -1.5% |
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 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