+37.8%
AME vs BIYA
-99.9%
+137.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.2% |
| 7D | -1.5% | -7.8% | +6.3% | -1.5% |
| 30D | -4.2% | -38.5% | +34.4% | -4.2% |
| 3M | -5.9% | -59.5% | +53.6% | -5.9% |
| 6M | +2.8% | -89.2% | +92.0% | +2.5% |
| YTD | +16.6% | -97.1% | +113.7% | +17.2% |
| 1Y | +22.1% | -99.0% | +121.1% | +23.7% |
| All | +37.8% | -99.9% | +137.7% | +40.5% |
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