-99.9%
BIYA vs ABCL
+390.3%
-490.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -1.3% |
| 7D | +10.0% | +4.4% | +5.6% | +10.9% |
| 30D | -17.7% | -7.9% | -9.8% | -18.7% |
| 3M | -55.0% | +12.2% | -67.2% | -53.4% |
| 6M | -85.1% | +134.7% | -219.9% | -81.0% |
| YTD | -96.9% | +239.8% | -336.6% | -95.8% |
| 1Y | -98.5% | +192.7% | -291.2% | -98.0% |
| All | -99.9% | +390.3% | -490.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling