-4.0%
AR vs BIYA
-99.8%
+95.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.2% | +2.7% | -3.9% | -1.2% |
| 30D | +5.5% | -16.7% | +22.2% | +5.7% |
| 3M | +12.9% | -74.6% | +87.5% | +13.3% |
| 6M | +0.1% | -85.4% | +85.5% | -0.3% |
| YTD | +13.5% | -94.2% | +107.7% | +14.6% |
| 1Y | +21.6% | -98.6% | +120.1% | +25.4% |
| All | -4.0% | -99.8% | +95.7% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling