+213.5%
AU vs BIYA
-99.8%
+313.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.5% |
| 7D | -4.3% | -1.8% | -2.5% | -4.3% |
| 30D | +7.3% | -17.5% | +24.8% | +6.8% |
| 3M | +26.3% | -78.0% | +104.3% | +24.4% |
| 6M | +1.8% | -89.5% | +91.2% | +3.0% |
| YTD | +26.8% | -94.3% | +121.1% | +27.4% |
| 1Y | +66.7% | -98.6% | +165.3% | +63.3% |
| All | +213.5% | -99.8% | +313.3% | +204.0% |
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