-99.9%
BIYA vs ALLY
+12.3%
-112.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.5% |
| 7D | -10.5% | +0.9% | -11.4% | -10.2% |
| 30D | -51.7% | +3.1% | -54.8% | -51.2% |
| 3M | -60.8% | -12.6% | -48.2% | -61.9% |
| 6M | -90.6% | -12.4% | -78.2% | -90.9% |
| YTD | -97.1% | -13.2% | -84.0% | -97.2% |
| 1Y | -99.1% | +1.8% | -100.9% | -99.1% |
| All | -99.9% | +12.3% | -112.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling