+33.0%
BBY vs BIYA
-99.8%
+132.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.2% |
| 7D | +9.5% | +1.3% | +8.2% | +9.5% |
| 30D | +6.8% | -21.0% | +27.8% | +7.0% |
| 3M | +28.9% | -74.3% | +103.2% | +29.1% |
| 6M | +37.8% | -84.6% | +122.4% | +36.9% |
| YTD | +38.7% | -94.2% | +132.9% | +40.2% |
| 1Y | +23.7% | -98.2% | +121.9% | +29.9% |
| All | +33.0% | -99.8% | +132.8% | +44.5% |
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