-99.9%
BIYA vs ADVB
-97.3%
-2.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +1.6% |
| 7D | -10.5% | -13.9% | +3.4% | -12.7% |
| 30D | -51.7% | -68.1% | +16.4% | -59.9% |
| 3M | -60.8% | -73.4% | +12.6% | -67.7% |
| 6M | -90.6% | -70.8% | -19.8% | -92.2% |
| YTD | -97.1% | -66.1% | -31.0% | -97.6% |
| 1Y | -99.1% | -77.5% | -21.6% | -99.2% |
| All | -99.9% | -97.3% | -2.6% | -99.9% |
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