-99.9%
BIYA vs ALLY
+10.8%
-110.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +4.3% |
| 7D | -4.1% | -0.7% | -3.4% | -4.2% |
| 30D | -35.5% | +1.1% | -36.7% | -35.2% |
| 3M | -56.3% | -13.2% | -43.1% | -57.6% |
| 6M | -88.7% | -13.5% | -75.2% | -89.1% |
| YTD | -97.0% | -14.3% | -82.7% | -97.0% |
| 1Y | -98.7% | -1.1% | -97.6% | -98.8% |
| All | -99.9% | +10.8% | -110.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling