-99.9%
BIYA vs ACM
-23.2%
-76.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +9.0% | +5.6% | +3.4% | +8.6% |
| 30D | -12.9% | +20.8% | -33.8% | -13.8% |
| 3M | -54.7% | +11.4% | -66.1% | -54.7% |
| 6M | -85.1% | +0.9% | -86.0% | -84.4% |
| YTD | -96.9% | -24.8% | -72.1% | -96.8% |
| 1Y | -98.5% | -46.4% | -52.1% | -98.4% |
| All | -99.9% | -23.2% | -76.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling