-98.5%
BIYA vs ACM
-46.1%
-52.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +10.0% | +5.1% | +4.9% | +9.6% |
| 30D | -17.7% | +18.7% | -36.4% | -18.6% |
| 3M | -55.0% | +15.5% | -70.5% | -55.6% |
| 6M | -85.1% | +1.2% | -86.3% | -84.2% |
| YTD | -96.9% | -25.2% | -71.6% | -96.8% |
| 1Y | -98.5% | -46.3% | -52.2% | -98.4% |
| All | -98.5% | -46.1% | -52.4% | -98.4% |
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