+1,021.1%
AMDL vs BIYA
-99.9%
+1,121.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +11.9% |
| 7D | +103.5% | +10.0% | +93.5% | +103.8% |
| 30D | -18.3% | -17.7% | -0.6% | -18.7% |
| 3M | +20.1% | -55.0% | +75.1% | +18.5% |
| 6M | +15.9% | -85.1% | +101.0% | +13.3% |
| YTD | +303.0% | -96.9% | +399.9% | +303.6% |
| 1Y | +164.0% | -98.5% | +262.5% | +170.0% |
| All | +1,021.1% | -99.9% | +1,121.0% | +1,154.3% |
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