-99.9%
BIYA vs ACM
-23.5%
-76.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +2.5% | +3.0% | -0.5% | +2.3% |
| 30D | -22.3% | +19.7% | -42.0% | -23.0% |
| 3M | -54.8% | +5.3% | -60.1% | -54.3% |
| 6M | -86.5% | -10.8% | -75.7% | -86.0% |
| YTD | -96.8% | -25.1% | -71.8% | -96.8% |
| 1Y | -98.6% | -45.8% | -52.8% | -98.5% |
| All | -99.9% | -23.5% | -76.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling