-0.2%
AMCR vs BIYA
-99.8%
+99.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -6.3% | +2.7% | -9.0% | -6.3% |
| 30D | -7.1% | -16.7% | +9.5% | -7.2% |
| 3M | +12.7% | -74.6% | +87.3% | +12.4% |
| 6M | +5.2% | -85.4% | +90.5% | +5.6% |
| YTD | +8.1% | -94.2% | +102.2% | +8.0% |
| 1Y | +11.7% | -98.6% | +110.3% | +13.0% |
| All | -0.2% | -99.8% | +99.6% | +0.4% |
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