+46.7%
ARM vs BIYA
-99.9%
+146.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.7% |
| 7D | -15.2% | -10.5% | -4.7% | -15.3% |
| 30D | -40.7% | -51.7% | +11.1% | -41.2% |
| 3M | -39.1% | -60.8% | +21.7% | -39.6% |
| 6M | -26.4% | -90.6% | +64.2% | -27.6% |
| YTD | +59.7% | -97.1% | +156.9% | +60.1% |
| 1Y | +10.3% | -99.1% | +109.4% | +12.7% |
| All | +46.7% | -99.9% | +146.5% | +48.9% |
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 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