+51.8%
BAC vs BIYA
-99.8%
+151.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | +2.7% | -1.6% | +1.1% |
| 30D | -0.7% | -18.7% | +18.0% | -0.6% |
| 3M | +16.9% | -72.0% | +89.0% | +17.2% |
| 6M | +29.6% | -86.4% | +116.0% | +29.7% |
| YTD | +15.3% | -94.2% | +109.4% | +16.8% |
| 1Y | +28.8% | -98.4% | +127.3% | +34.0% |
| All | +51.8% | -99.8% | +151.5% | +61.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling