-99.9%
BIYA vs M
+100.1%
-200.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +9.0% | +7.0% | +2.0% | +7.3% |
| 30D | -12.9% | +8.9% | -21.9% | -14.8% |
| 3M | -54.7% | +4.5% | -59.2% | -55.3% |
| 6M | -85.1% | +36.2% | -121.3% | -85.8% |
| YTD | -96.9% | +15.1% | -112.0% | -96.9% |
| 1Y | -98.5% | +27.4% | -126.0% | -98.6% |
| All | -99.9% | +100.1% | -200.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling