-98.2%
BIYA vs ABCL
+138.2%
-236.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.0% |
| 7D | -4.0% | -10.0% | +5.9% | -6.7% |
| 30D | -15.0% | -10.9% | -4.1% | -17.8% |
| 3M | -58.1% | +101.6% | -159.7% | -44.4% |
| 6M | -90.0% | +167.5% | -257.5% | -83.9% |
| YTD | -96.9% | +259.1% | -356.0% | -94.5% |
| 1Y | -98.2% | +152.2% | -250.4% | -97.0% |
| All | -98.2% | +138.2% | -236.4% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling