-99.8%
BIYA vs ALC
-23.2%
-76.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +2.7% | -3.7% | +6.4% | +3.0% |
| 30D | -18.7% | -3.7% | -15.0% | -18.5% |
| 3M | -72.0% | +4.6% | -76.6% | -72.1% |
| 6M | -86.4% | -14.6% | -71.8% | -86.0% |
| YTD | -94.2% | -11.9% | -82.3% | -94.1% |
| 1Y | -98.4% | -13.1% | -85.3% | -98.4% |
| All | -99.8% | -23.2% | -76.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling