-98.2%
BIYA vs ACM
-46.6%
-51.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.2% |
| 7D | -4.0% | +9.5% | -13.6% | -3.9% |
| 30D | -15.0% | +14.7% | -29.7% | -14.9% |
| 3M | -58.1% | -9.5% | -48.6% | -55.8% |
| 6M | -90.0% | -18.0% | -72.0% | -90.0% |
| YTD | -96.9% | -27.3% | -69.7% | -96.9% |
| 1Y | -98.2% | -47.0% | -51.2% | -98.3% |
| All | -98.2% | -46.6% | -51.6% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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