-99.9%
BIYA vs ADVB
-95.5%
-4.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +42.7% | -43.5% | +5.8% |
| 7D | +10.0% | +74.2% | -64.2% | +21.2% |
| 30D | -17.7% | -35.9% | +18.2% | -22.8% |
| 3M | -55.0% | -56.4% | +1.4% | -59.9% |
| 6M | -85.1% | -36.7% | -48.4% | -86.6% |
| YTD | -96.9% | -43.3% | -53.6% | -97.1% |
| 1Y | -98.5% | -63.4% | -35.1% | -98.6% |
| All | -99.9% | -95.5% | -4.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling