+126.3%
APH vs BIYA
-99.9%
+226.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.1% |
| 7D | -5.9% | -10.5% | +4.5% | -5.9% |
| 30D | -14.8% | -51.7% | +36.9% | -14.4% |
| 3M | -12.4% | -60.8% | +48.4% | -12.0% |
| 6M | +8.1% | -90.6% | +98.7% | +7.2% |
| YTD | +10.9% | -97.1% | +108.1% | +12.2% |
| 1Y | +8.8% | -99.1% | +107.8% | +12.2% |
| All | +126.3% | -99.9% | +226.2% | +140.2% |
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