-98.5%
BIYA vs ALM
+7.9%
-106.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -2.7% |
| 7D | +10.0% | -4.0% | +14.0% | +8.9% |
| 30D | -17.7% | -30.5% | +12.8% | -26.3% |
| 3M | -55.0% | -46.9% | -8.1% | -62.6% |
| 6M | -85.1% | -65.5% | -19.6% | -88.1% |
| YTD | -96.9% | -13.4% | -83.5% | -96.9% |
| 1Y | -98.5% | +9.8% | -108.3% | -98.7% |
| All | -98.5% | +7.9% | -106.4% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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