-21.0%
BAX vs BIYA
-99.8%
+78.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.0% |
| 7D | -1.1% | +1.3% | -2.5% | -1.1% |
| 30D | -5.5% | -21.0% | +15.5% | -5.4% |
| 3M | +33.5% | -74.3% | +107.9% | +33.5% |
| 6M | +35.9% | -84.6% | +120.5% | +36.0% |
| YTD | +35.4% | -94.2% | +129.5% | +37.5% |
| 1Y | +9.8% | -98.2% | +108.0% | +15.2% |
| All | -21.0% | -99.8% | +78.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling