-98.4%
BIYA vs ACM
-47.1%
-51.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -18.7% | -12.9% | -5.8% | -16.1% |
| 3M | -72.0% | -6.4% | -65.7% | -71.1% |
| 6M | -86.4% | -29.2% | -57.2% | -86.9% |
| YTD | -94.2% | -29.9% | -64.2% | -94.3% |
| 1Y | -98.4% | -47.3% | -51.2% | -98.6% |
| All | -98.4% | -47.1% | -51.3% | -98.6% |
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