+102.7%
GOOG vs BIYA
-99.8%
+202.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +2.7% | -1.7% | +1.1% |
| 30D | -5.1% | -18.7% | +13.6% | -5.1% |
| 3M | -7.1% | -72.0% | +64.9% | -7.3% |
| 6M | +12.7% | -86.4% | +99.0% | +13.1% |
| YTD | +7.1% | -94.2% | +101.2% | +7.3% |
| 1Y | +43.6% | -98.4% | +142.0% | +43.4% |
| All | +102.7% | -99.8% | +202.4% | +97.5% |
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