+40.0%
ARM vs BIYA
-99.9%
+139.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.6% | -5.5% | -13.2% |
| 7D | -27.1% | -10.6% | -16.6% | -27.2% |
| 30D | -44.9% | -19.4% | -25.5% | -44.8% |
| 3M | -39.3% | -61.5% | +22.3% | -39.8% |
| 6M | -20.2% | -91.5% | +71.4% | -21.6% |
| YTD | +52.5% | -97.2% | +149.7% | +52.8% |
| 1Y | +4.1% | -98.4% | +102.5% | +5.0% |
| All | +40.0% | -99.9% | +139.9% | +42.2% |
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 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