-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 | +1.4% | +5.2% | -3.8% | +1.0% |
| 7D | -7.8% | +6.9% | -14.7% | -8.1% |
| 30D | -38.5% | +19.1% | -57.6% | -39.1% |
| 3M | -59.5% | -6.9% | -52.6% | -57.8% |
| 6M | -89.2% | -12.0% | -77.2% | -88.8% |
| YTD | -97.1% | -25.1% | -72.0% | -97.0% |
| 1Y | -99.0% | -45.4% | -53.6% | -99.0% |
| 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