-1.8%
COMP vs BIYA
-99.9%
+98.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.6% | -0.6% | -8.2% |
| 7D | -1.8% | -10.6% | +8.8% | -1.9% |
| 30D | -0.8% | -19.4% | +18.7% | -0.8% |
| 3M | -28.1% | -61.5% | +33.4% | -28.7% |
| 6M | +27.0% | -91.5% | +118.5% | +24.9% |
| YTD | -12.8% | -97.2% | +84.4% | -13.5% |
| 1Y | +4.9% | -98.4% | +103.3% | +3.4% |
| All | -1.8% | -99.9% | +98.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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