-98.6%
BIYA vs ALC
-14.0%
-84.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.9% |
| 7D | +2.7% | -5.3% | +8.0% | 0.0% |
| 30D | -16.7% | -7.1% | -9.6% | -19.6% |
| 3M | -74.6% | +0.8% | -75.4% | -74.3% |
| 6M | -85.4% | -16.0% | -69.4% | -87.2% |
| YTD | -94.2% | -12.7% | -81.4% | -94.7% |
| 1Y | -98.6% | -12.8% | -85.7% | -98.7% |
| All | -98.6% | -14.0% | -84.6% | -98.7% |
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