-99.8%
BIYA vs ACM
-27.9%
-71.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +1.3% | -3.7% | +5.1% | +2.2% |
| 30D | -21.0% | -11.1% | -9.9% | -18.8% |
| 3M | -74.3% | -8.0% | -66.3% | -73.5% |
| 6M | -84.6% | -29.7% | -55.0% | -84.5% |
| YTD | -94.2% | -29.4% | -64.8% | -94.1% |
| 1Y | -98.2% | -46.4% | -51.8% | -98.2% |
| All | -99.8% | -27.9% | -71.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling