-98.8%
BIYA vs ABCL
+199.8%
-298.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.9% | +2.5% |
| 7D | -7.8% | +12.4% | -20.2% | -5.3% |
| 30D | -38.5% | -0.4% | -38.2% | -38.5% |
| 3M | -59.5% | +80.4% | -139.9% | -50.2% |
| 6M | -89.2% | +138.5% | -227.7% | -84.2% |
| YTD | -97.1% | +265.5% | -362.6% | -95.5% |
| All | -98.8% | +199.8% | -298.5% | -98.0% |
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