-18.5%
AMRZ vs BIYA
-99.4%
+80.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +1.2% | -10.5% | +11.7% | +1.1% |
| 30D | +15.1% | -51.7% | +66.8% | +14.2% |
| 3M | -18.1% | -60.8% | +42.7% | -18.6% |
| 6M | -23.5% | -90.6% | +67.1% | -24.0% |
| YTD | -21.6% | -97.1% | +75.5% | -22.0% |
| 1Y | -14.7% | -99.1% | +84.3% | -16.3% |
| All | -18.5% | -99.4% | +80.9% | -17.7% |
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