-98.6%
BIYA vs ALM
+312.4%
-410.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -1.2% |
| 7D | +2.7% | +3.6% | -0.9% | +3.5% |
| 30D | -16.7% | +33.8% | -50.5% | -11.6% |
| 3M | -74.6% | +14.8% | -89.4% | -72.6% |
| 6M | -85.4% | -7.0% | -78.4% | -84.2% |
| YTD | -94.2% | +108.1% | -202.2% | -94.7% |
| 1Y | -98.6% | +313.8% | -412.3% | -98.7% |
| All | -98.6% | +312.4% | -410.9% | -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