+401.7%
AMD vs BIYA
-99.9%
+501.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | +18.9% | +9.0% | +9.9% | +19.0% |
| 30D | -6.4% | -12.9% | +6.5% | -6.6% |
| 3M | +10.6% | -54.7% | +65.3% | +9.9% |
| 6M | +19.9% | -85.1% | +104.9% | +18.4% |
| YTD | +149.4% | -96.9% | +246.2% | +149.1% |
| 1Y | +115.4% | -98.5% | +213.9% | +117.4% |
| All | +401.7% | -99.9% | +501.6% | +428.6% |
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 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