+37.8%
AME vs BIYA
-99.9%
+137.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | -4.1% | -4.1% | -0.1% | -4.1% |
| 30D | -4.1% | -35.5% | +31.4% | -4.2% |
| 3M | -5.6% | -56.3% | +50.7% | -5.6% |
| 6M | +2.8% | -88.7% | +91.5% | +2.6% |
| YTD | +16.6% | -97.0% | +113.6% | +17.3% |
| 1Y | +21.1% | -98.7% | +119.8% | +22.5% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling