+56.5%
ARM vs BIYA
-99.9%
+156.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.7% |
| 7D | -5.3% | -7.8% | +2.5% | -5.4% |
| 30D | -30.0% | -38.5% | +8.5% | -30.5% |
| 3M | -34.1% | -59.5% | +25.5% | -34.6% |
| 6M | -12.6% | -89.2% | +76.5% | -13.9% |
| YTD | +70.4% | -97.1% | +167.5% | +70.8% |
| 1Y | +22.3% | -99.0% | +121.3% | +24.8% |
| All | +56.5% | -99.9% | +156.3% | +58.9% |
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 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