+99.7%
GOOG vs BIYA
-99.8%
+199.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | -3.6% | -15.9% | +12.3% | -3.7% |
| 3M | -6.4% | -81.2% | +74.8% | -6.9% |
| 6M | +7.8% | -88.2% | +96.0% | +8.1% |
| YTD | +5.5% | -94.1% | +99.6% | +5.7% |
| 1Y | +38.3% | -98.7% | +136.9% | +38.1% |
| All | +99.7% | -99.8% | +199.4% | +94.6% |
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