-98.5%
BIYA vs CAPR
+65.7%
-164.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | -1.2% |
| 7D | +10.0% | +19.1% | -9.1% | +11.0% |
| 30D | -17.7% | +48.8% | -66.5% | -15.9% |
| 3M | -55.0% | +144.4% | -199.4% | -52.4% |
| 6M | -85.1% | -67.5% | -17.6% | -85.1% |
| YTD | -96.9% | -64.5% | -32.4% | -96.9% |
| 1Y | -98.5% | +74.4% | -172.9% | -98.4% |
| All | -98.5% | +65.7% | -164.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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