+25.9%
APP vs BIYA
-99.9%
+125.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.4% | -3.5% |
| 7D | +61.1% | -4.1% | +65.2% | +61.1% |
| 30D | +42.8% | -35.5% | +78.3% | +42.0% |
| 3M | +16.7% | -56.3% | +73.0% | +15.7% |
| 6M | -15.6% | -88.7% | +73.1% | -16.7% |
| YTD | -41.3% | -97.0% | +55.6% | -42.2% |
| 1Y | -39.3% | -98.7% | +59.4% | -40.5% |
| All | +25.9% | -99.9% | +125.8% | +22.9% |
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