-99.9%
BIYA vs CAPR
-32.7%
-67.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | -0.2% |
| 7D | +9.0% | +5.9% | +3.1% | +9.3% |
| 30D | -12.9% | +44.6% | -57.6% | -11.8% |
| 3M | -54.7% | +126.4% | -181.0% | -53.1% |
| 6M | -85.1% | -68.6% | -16.5% | -85.0% |
| YTD | -96.9% | -67.0% | -29.9% | -96.9% |
| 1Y | -98.5% | +65.2% | -163.7% | -98.6% |
| All | -99.9% | -32.7% | -67.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling