-98.8%
BIYA vs ALC
+2.0%
-100.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.5% |
| 7D | -7.8% | +2.1% | -9.8% | -6.7% |
| 30D | -38.5% | +17.2% | -55.7% | -33.3% |
| 3M | -59.5% | +4.6% | -64.2% | -58.5% |
| 6M | -89.2% | +20.1% | -109.3% | -87.9% |
| YTD | -97.1% | -4.2% | -92.9% | -97.3% |
| All | -98.8% | +2.0% | -100.8% | -98.8% |
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