-99.9%
BIYA vs ABCL
+401.3%
-501.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +2.1% |
| 7D | -10.5% | -3.2% | -7.3% | -11.0% |
| 30D | -51.7% | -7.4% | -44.3% | -52.5% |
| 3M | -60.8% | +81.9% | -142.7% | -54.4% |
| 6M | -90.6% | +135.7% | -226.3% | -88.0% |
| YTD | -97.1% | +247.4% | -344.5% | -96.1% |
| 1Y | -99.1% | +162.3% | -261.3% | -98.8% |
| All | -99.9% | +401.3% | -501.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling