-98.2%
BIYA vs ALC
+4.2%
-102.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.1% | +0.1% |
| 7D | -4.0% | +10.7% | -14.7% | +1.2% |
| 30D | -15.0% | +20.2% | -35.2% | -6.3% |
| 3M | -58.1% | +8.9% | -67.0% | -56.1% |
| 6M | -90.0% | +5.7% | -95.7% | -89.8% |
| YTD | -96.9% | -1.4% | -95.5% | -97.0% |
| 1Y | -98.2% | +4.7% | -102.9% | -98.1% |
| All | -98.2% | +4.2% | -102.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling