-99.9%
BIYA vs AMBA
+9.9%
-109.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -2.4% |
| 7D | -10.5% | -7.2% | -3.2% | -6.9% |
| 30D | -51.7% | -10.4% | -41.4% | -48.6% |
| 3M | -60.8% | -30.1% | -30.7% | -53.0% |
| 6M | -90.6% | -22.4% | -68.2% | -89.9% |
| YTD | -97.1% | -17.3% | -79.8% | -97.0% |
| 1Y | -99.1% | -35.4% | -63.7% | -99.0% |
| All | -99.9% | +9.9% | -109.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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