-98.4%
BIYA vs ABCL
+171.1%
-269.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +3.1% |
| 30D | -18.7% | +65.1% | -83.8% | -5.2% |
| 3M | -72.0% | +111.1% | -183.1% | -64.1% |
| 6M | -86.4% | +231.6% | -318.0% | -80.1% |
| YTD | -94.2% | +234.5% | -328.7% | -91.5% |
| 1Y | -98.4% | +174.3% | -272.8% | -97.6% |
| All | -98.4% | +171.1% | -269.5% | -97.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling