-99.9%
BIYA vs ADVB
-96.9%
-3.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.0% | -6.6% | +5.0% |
| 7D | +2.5% | +10.5% | -8.0% | +4.1% |
| 30D | -22.3% | -56.0% | +33.7% | -32.0% |
| 3M | -54.8% | -70.1% | +15.3% | -62.3% |
| 6M | -86.5% | -53.7% | -32.8% | -88.6% |
| YTD | -96.8% | -60.3% | -36.6% | -97.3% |
| 1Y | -98.6% | -73.1% | -25.5% | -98.8% |
| All | -99.9% | -96.9% | -3.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling