+18.4%
COMP vs BIYA
-99.8%
+118.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.5% |
| 7D | +1.4% | +1.3% | 0.0% | +1.4% |
| 30D | -13.3% | -21.0% | +7.7% | -13.5% |
| 3M | +41.1% | -74.3% | +115.4% | +39.4% |
| 6M | +17.2% | -84.6% | +101.8% | +17.9% |
| YTD | +5.2% | -94.2% | +99.4% | +4.9% |
| 1Y | +18.9% | -98.2% | +117.2% | +17.4% |
| All | +18.4% | -99.8% | +118.2% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling