+573.5%
AMDL vs BIYA
-99.9%
+673.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.9% | +21.4% | +22.3% |
| 7D | -26.2% | -10.5% | -15.7% | -26.4% |
| 30D | -57.1% | -51.7% | -5.3% | -57.7% |
| 3M | -29.8% | -60.8% | +30.9% | -30.9% |
| 6M | -22.2% | -90.6% | +68.4% | -24.3% |
| YTD | +142.1% | -97.1% | +239.3% | +142.1% |
| 1Y | +85.8% | -99.1% | +184.9% | +91.4% |
| All | +573.5% | -99.9% | +673.4% | +652.5% |
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