-99.8%
BIYA vs M
+80.4%
-180.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +2.7% | +2.4% | +0.4% | +2.2% |
| 30D | -18.7% | -11.6% | -7.1% | -16.6% |
| 3M | -72.0% | +1.6% | -73.7% | -72.1% |
| 6M | -86.4% | +25.2% | -111.6% | -86.9% |
| YTD | -94.2% | +3.8% | -97.9% | -94.1% |
| 1Y | -98.4% | +36.3% | -134.8% | -98.5% |
| All | -99.8% | +80.4% | -180.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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