+132.0%
APA vs BIYA
-99.9%
+231.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | -15.5% | -10.5% | -5.0% | -15.3% |
| 30D | +2.4% | -51.7% | +54.1% | +3.7% |
| 3M | +22.8% | -60.8% | +83.6% | +24.5% |
| 6M | +17.9% | -90.6% | +108.5% | +19.5% |
| YTD | +87.7% | -97.1% | +184.8% | +93.2% |
| 1Y | +94.2% | -99.1% | +193.3% | +114.5% |
| All | +132.0% | -99.9% | +231.9% | +161.6% |
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