-18.1%
AMRZ vs BIYA
-99.4%
+81.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -1.7% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | +16.2% | -35.5% | +51.7% | +15.7% |
| 3M | -8.9% | -56.3% | +47.4% | -9.4% |
| 6M | -20.1% | -88.7% | +68.5% | -20.5% |
| YTD | -21.3% | -97.0% | +75.7% | -21.6% |
| 1Y | -12.6% | -98.7% | +86.1% | -13.9% |
| All | -18.1% | -99.4% | +81.3% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling