-99.9%
BIYA vs ACM
-27.3%
-72.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -10.5% | +5.4% | -15.9% | -10.7% |
| 30D | -51.7% | +15.1% | -66.9% | -52.1% |
| 3M | -60.8% | -10.5% | -50.3% | -59.1% |
| 6M | -90.6% | -19.7% | -70.9% | -90.3% |
| YTD | -97.1% | -28.8% | -68.3% | -97.1% |
| 1Y | -99.1% | -47.9% | -51.2% | -99.0% |
| All | -99.9% | -27.3% | -72.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling